Risk shaping of optimal electricity portfolios in the stochastic LCOE theory

DOI10.1016/j.cor.2018.02.011zbMath1458.91231OpenAlexW2791131865WikidataQ130200519 ScholiaQ130200519MaRDI QIDQ1652696

Carlo Mari, Carlo Lucheroni

Publication date: 11 July 2018

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2018.02.011

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Stochastic programming (90C15) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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Cites Work

• Coherent Measures of Risk
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