Analysis of futures and spot electricity markets under risk aversion
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Publication:2030684
DOI10.1016/j.ejor.2020.10.005zbMath1487.91077OpenAlexW3092008160MaRDI QIDQ2030684
Carlos Ruiz, Fernando S. Oliveira
Publication date: 7 June 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2020.10.005
Stochastic programming (90C15) Applications of game theory (91A80) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Financial markets (91G15)
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