Asset price modeling: decision aids for scheduling and hedging (DASH) in deregulated electricity markets: a stochastic programming approach to power portfolio optimization Export

@inproceedings{citeulike:788732, author = {Sen, Suvrajeet and Yu, Lihua and Genc, Talat}, booktitle = {WSC '02: Proceedings of the 34th conference on Winter simulation}, citeulike-article-id = {788732}, citeulike-linkout-0 = {http://portal.acm.org/citation.cfm?id=1030677}, isbn = {0780376153}, keywords = {energy, power-portfolio-optimization, stochastic-programming}, pages = {1530--1538}, posted-at = {2006-08-07 13:38:08}, priority = {4}, publisher = {Winter Simulation Conference}, title = {Asset price modeling: decision aids for scheduling and hedging (DASH) in deregulated electricity markets: a stochastic programming approach to power portfolio optimization}, url = {http://portal.acm.org/citation.cfm?id=1030677}, year = {2002} }

TY - CONF ID - citeulike:788732 L3 - citeulike-article-id:788732 SN - 0780376153 EP - 1538 TI - Asset price modeling: decision aids for scheduling and hedging (DASH) in deregulated electricity markets: a stochastic programming approach to power portfolio optimization PB - Winter Simulation Conference T2 - WSC '02: Proceedings of the 34th conference on Winter simulation SP - 1530 KW - energy KW - power-portfolio-optimization KW - stochastic-programming AU - Sen, Suvrajeet AU - Yu, Lihua AU - Genc, Talat PY - 2002/// UR - http://portal.acm.org/citation.cfm?id=1030677 ER -