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Technical analysis and central bank intervention

Neely, Christopher J.; Weller, Paul A. - In: Journal of international money and finance 20 (2001) 7, pp. 949-970

Persistent link: https://www.econbiz.de/10001637058

The costs of electricity systems with a high share of fluctuating renewables : a stochastic investment and dispatch optimization model for Europe

Nagl, Stephan Nikolaus; Fürsch, Michaela; … - In: The energy journal 34 (2013) 4, pp. 151-179

Persistent link: https://www.econbiz.de/10010256372

Contracts in electricity markets under EU ETS : a stochastic programming approach

Abate, Arega Getaneh; Riccardi, Rossana; Ruiz, Carlos - In: Energy economics 99 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012939437

Stochastic modeling of natural gas infrastructure development in Europe under demand uncertainty

Fodstad, Marte; Egging, Ruud; Midthun, Kjetil; … - In: The energy journal 37 (2016), pp. 5-32

Persistent link: https://www.econbiz.de/10011596425

Simulation-optimization via kriging and bootstrapping : a survey

Kleijnen, Jack P. C. - 2013 - Revision of CentER DP 2011-064

Persistent link: https://www.econbiz.de/10010228792

Portfolio optimization : application of the Markowitz model using lagrange and profitability forecast

Brătian, Vasile - In: Expert journal of economics 6 (2018) 1, pp. 26-34

This paper presents the theoretical and applicative model elaborated by Harry Markowitz on the determination of the structure of the efficient securities portfolio. In this sense, in order to determine the structure of the efficient Markowitz portfolio (PE), a Lagrange function is built and...

Persistent link: https://www.econbiz.de/10012062904