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Robust portfolio optimization for electricity planning: An application based on the Brazilian electricity mix

Citations

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Cited by:

  1. Chandra Ade Irawan & Peter S. Hofman & Hing Kai Chan & Antony Paulraj, 2022. "A stochastic programming model for an energy planning problem: formulation, solution method and application," Annals of Operations Research, Springer, vol. 311(2), pages 695-730, April.
  2. J. Atsu Amegashie, 2025. "Useless Knowledge: Directed vrs Non-Directed Research," CESifo Working Paper Series 12304, CESifo.
  3. Zhang, Shuang & Zhao, Tao & Xie, Bai-Chen, 2018. "What is the optimal power generation mix of China? An empirical analysis using portfolio theory," Applied Energy, Elsevier, vol. 229(C), pages 522-536.
  4. Panos Xidonas & Ralph Steuer & Christis Hassapis, 2020. "Robust portfolio optimization: a categorized bibliographic review," Annals of Operations Research, Springer, vol. 292(1), pages 533-552, September.
  5. de Oliveira, Glauber Cardoso & Bertone, Edoardo & Stewart, Rodney A., 2022. "Optimisation modelling tools and solving techniques for integrated precinct-scale energy–water system planning," Applied Energy, Elsevier, vol. 318(C).
  6. David Juárez-Luna, 2021. "Power generation portfolios: A parametric formulation of the efficient frontier," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-29, Enero - M.
  7. Irawan, Chandra Ade & Jones, Dylan & Hofman, Peter S. & Zhang, Lina, 2023. "Integrated strategic energy mix and energy generation planning with multiple sustainability criteria and hierarchical stakeholders," European Journal of Operational Research, Elsevier, vol. 308(2), pages 864-883.
  8. Chen, Huanyue & Hu, Junfei & Bai, Sijun & Shi, Guodong, 2025. "Robust portfolio optimization considering the value of flexibility: Application to WTE technology portfolios," Energy Economics, Elsevier, vol. 147(C).
  9. Andewi Rokhmawati, 2020. "The Nexus between Type of Energy Consumed, CO2 Emissions, and Carbon-Related Costs," International Journal of Energy Economics and Policy, Econjournals, vol. 10(4), pages 172-183.
  10. David Juárez-Luna, 2021. "Power generation portfolios: A parametric formulation of the efficient frontier," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-29, Enero - M.
  11. Koltsaklis, Nikolaos E. & Nazos, Konstantinos, 2017. "A stochastic MILP energy planning model incorporating power market dynamics," Applied Energy, Elsevier, vol. 205(C), pages 1364-1383.
  12. Carina Fagefors & Björn Lantz, 2021. "Application of Portfolio Theory to Healthcare Capacity Management," IJERPH, MDPI, vol. 18(2), pages 1-9, January.
  13. Rego, Erik Eduardo & Costa, Oswaldo L.V. & Ribeiro, Celma de Oliveira & Lima Filho, Roberto Ivo da R. & Takada, Hellinton & Stern, Julio, 2020. "The trade-off between demand growth and renewables: A multiperiod electricity planning model under CO2 emission constraints," Energy, Elsevier, vol. 213(C).
  14. Ghassan Zubi & Yael Parag & Shlomo Wald, 2024. "Implications of Large-Scale PV Integration on Grid Operation, Costs, and Emissions: Challenges and Proposed Solutions," Energies, MDPI, vol. 18(1), pages 1-22, December.
  15. Emanuel Canelas & Tânia Pinto-Varela & Bartosz Sawik, 2020. "Electricity Portfolio Optimization for Large Consumers: Iberian Electricity Market Case Study," Energies, MDPI, vol. 13(9), pages 1-21, May.
  16. Shahriari, Mehdi & Blumsack, Seth, 2018. "The capacity value of optimal wind and solar portfolios," Energy, Elsevier, vol. 148(C), pages 992-1005.
  17. Manuel Parraga & José Vuelvas & Benjamín González-Díaz & Leonardo Rodríguez-Urrego & Arturo Fajardo, 2024. "A Systematic Review of Isolated Water and Energy Microgrids: Infrastructure, Optimization of Management Strategies, and Future Trends," Energies, MDPI, vol. 17(12), pages 1-28, June.
  18. Oliveira, Sydnei Marssal de & Ribeiro, Celma de Oliveira & Cicogna, Maria Paula Vieira, 2018. "Uncertainty effects on production mix and on hedging decisions: The case of Brazilian ethanol and sugar," Energy Economics, Elsevier, vol. 70(C), pages 516-524.
  19. Kaiqiang An & Guiyu Zhao & Jinjun Li & Jingsong Tian & Lihua Wang & Liang Xian & Chen Chen, 2023. "Best-Case Scenario Robust Portfolio: Evidence from China Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(2), pages 297-322, June.
  20. Adrian Gepp & Geoff Harris & Bruce Vanstone, 2020. "Financial applications of semidefinite programming: a review and call for interdisciplinary research," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3527-3555, December.
  21. Silva, Walquiria N. & Rego, Erik Eduardo & Vieira, Giovani G.T.T. & Lourenço, Luís F.N. & Salles, Mauricio B.C., 2025. "An overview of Brazil's electricity market: Planning, dispatch models, pricing, and modernization," Utilities Policy, Elsevier, vol. 96(C).
  22. Ma, Yilin & Wang, Yudong & Wang, Weizhong & Zhang, Chong, 2023. "Portfolios with return and volatility prediction for the energy stock market," Energy, Elsevier, vol. 270(C).
  23. Ioannou, Anastasia & Fuzuli, Gulistiani & Brennan, Feargal & Yudha, Satya Widya & Angus, Andrew, 2019. "Multi-stage stochastic optimization framework for power generation system planning integrating hybrid uncertainty modelling," Energy Economics, Elsevier, vol. 80(C), pages 760-776.
  24. Chen, Chen & Liu, Dinghao & Xian, Liang & Pan, Lin & Wang, Lihua & Yang, Min & Quan, Li, 2020. "Best-case scenario robust portfolio for energy stock market," Energy, Elsevier, vol. 213(C).
  25. Ilka Deluque & Ekundayo Shittu & Jonathan Deason, 2018. "Evaluating the reliability of efficient energy technology portfolios," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, vol. 6(1), pages 115-138, June.
  26. Hellinton H. Takada & Celma O. Ribeiro & Oswaldo L. V. Costa & Julio M. Stern, 2020. "Gini and Entropy-Based Spread Indexes for Primary Energy Consumption Efficiency and CO 2 Emission," Energies, MDPI, vol. 13(18), pages 1-17, September.
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