Multi-period Optimization Model for the UAE Power Sector
نویسندگان
چکیده
منابع مشابه
Multi-Period VaR-Constrained Portfolio Optimization with Derivative Instruments and Applications to the Electric Power Sector
The problem of interest in this paper is the optimization of portfolios of real and contractual assets, including derivative instruments, subject to a Value-at-Risk (VaR) constraint. The focus in this paper is on translating VaR definitions for one period of time, say a year, to decisions on shorter periods of time, say a week or a month. Thus, if a VaR constraint is imposed on annual cash flow...
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ژورنال
عنوان ژورنال: Energy Procedia
سال: 2015
ISSN: 1876-6102
DOI: 10.1016/j.egypro.2015.07.545