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Stochastic process
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European journal of operational research : EJOR
3
Journal of forecasting
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
International journal of forecasting
1
OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
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Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
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2
A two-phase stochastic programming approach to biomass supply planning for combined heat and power plants
Guericke, Daniela
;
Blanco, Ignacio
;
Morales, Juan M.
; …
- In:
OR spectrum : quantitative approaches in management
42
(
2020
)
4
,
pp. 863-900
Persistent link: https://www.econbiz.de/10012419333
Saved in:
3
Probabilistic forecasts of wind power generation by stochastic differential equation models
Kloppenborg Møller, Jan
;
Zugno, Marco
;
Madsen, Henrik
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 189-205
Persistent link: https://www.econbiz.de/10011580264
Saved in:
4
Short-term probabilistic forecasting of wind speed using stochastic differential equations
Iversen, Emil B.
;
Morales, Juan M.
;
Møller, Jan K.
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 981-990
Persistent link: https://www.econbiz.de/10011621968
Saved in:
5
Optimal adaptive sequential calibration of option models
Lindström, Erik
;
Åkerlindh, Carl
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 165-181)
.
2018
Persistent link: https://www.econbiz.de/10011898632
Saved in:
6
Electricity market clearing with improved scheduling of stochastic production
Morales, Juan M.
;
Zugno, Marco
;
Pineda, Salvador
; …
- In:
European journal of operational research : EJOR
235
(
2014
)
3
,
pp. 765-774
Persistent link: https://www.econbiz.de/10010360786
Saved in:
7
An integrated market for electricity and natural gas systems with stochastic power producers
Ordoudis, Christos
;
Pinson, Pierre
;
Morales, Juan M.
- In:
European journal of operational research : EJOR
272
(
2019
)
2
,
pp. 642-654
Persistent link: https://www.econbiz.de/10011942311
Saved in:
8
Heat and electricity market coordination : a scalable complementarity approach
Mitridati, Lesia
;
Kazempour, Jalal
;
Pinson, Pierre
- In:
European journal of operational research : EJOR
283
(
2020
)
3
,
pp. 1107-1123
Persistent link: https://www.econbiz.de/10012171770
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