Portfolio optimization using Mixture Design of Experiments: Scheduling trades within electricity markets
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- Losekann, Luciano & Marrero, Gustavo A. & Ramos-Real, Francisco J. & de Almeida, Edmar Luiz Fagundes, 2013.
"Efficient power generating portfolio in Brazil: Conciliating cost, emissions and risk,"
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- Leme, Rafael C. & Paiva, Anderson P. & Steele Santos, Paulo E. & Balestrassi, Pedro P. & Galvão, Leandro de Lima, 2014. "Design of experiments applied to environmental variables analysis in electricity utilities efficiency: The Brazilian case," Energy Economics, Elsevier, vol. 45(C), pages 111-119.
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KeywordsMixture Design of Experiments Portfolio optimization CVaR and electricity markets;
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