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Chapter 1. Introduction: Applied Operations Research and Financial Modeling in Energy (André Dorsman) -- Chapter 2. Optimization Methods on Electricity Generation and Transmission Expansion Planning Problem (Mahdi Noorizadegan) -- Chapter 3. Demand-Driven Electricity Supply Options of Electric...
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We implement a long-horizon static and dynamic portfolio allocation involving a risk-free and a risky asset. This model is calibrated at a quarterly frequency for ten European countries. We also use maximum-likelihood estimates and Bayesian estimates to account for parameter uncertainty. We find...
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