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Applied Operations Research and Financial Modelling in Energy : Practical Applications and Implications

Dorsman, A. B. (ed.); Atici, Kazim Baris (ed.); … - 2021 - 1st ed. 2021.

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...

Persistent link: https://www.econbiz.de/10012650523

Turner blazes a trail for audience targeting on television with operations research and advanced analytics

Carbajal, José Antonio; Williams, Peter; Popescu, Andreea - In: INFORMS journal on applied analytics 49 (2019) 1, pp. 64-89

Persistent link: https://www.econbiz.de/10012024050

Applied operations research and financial modelling in energy : practical applications and implications

Dorsman, A. B. (ed.); Atici, Kazim Baris (ed.); … - 2021

Persistent link: https://www.econbiz.de/10012625205

Value-at-risk forecasts with conditional volatility for structured products

Chen, Fen-ying - In: The journal of risk model validation 5 (2011) 1, pp. 45-69

Persistent link: https://www.econbiz.de/10009356846

Value at risk estimation by threshold stochastic volatility model

Huang, Alex - In: Applied economics 47 (2015) 43/45, pp. 4884-4900

Persistent link: https://www.econbiz.de/10011380922

Score driven exponentially weighted moving averages and value-at-risk forecasting

Lucas, André; Zhang, Xin - 2015

A simple methodology is presented for modeling time variation in volatilities and other higher-order moments using a recursive updating scheme similar to the familiar RiskMetricsTM approach. We update parameters using the score of the forecasting distribution. This allows the parameter dynamics...

Persistent link: https://www.econbiz.de/10011332948