Robust portfolio optimization for electricity planning: An application based on the Brazilian electricity mix
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- repec:eee:energy:v:148:y:2018:i:c:p:992-1005 is not listed on IDEAS
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More about this item
KeywordsElectricity planning; Policy-making; Mean-variance; Robust optimization; Uncertainty; Portfolio theory;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
- Q48 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Government Policy
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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