Delta-hedging a hydropower plant using stochastic programming. (English)
Kallrath, Josef (ed.) et al., Optimization in the energy industry. Berlin: Springer (ISBN 978-3-540-88964-9/hbk; 978-3-540-88965-6/ebook). Energy Systems, 507-524 (2009).
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Investment timing and optimal capacity choice for small hydropower projects. (English)
Eur. J. Oper. Res. 190, No. 1, 255-267 (2008).
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Short-term hydropower production planning by stochastic programming (English)
Computers & OR 35, No. 8, 2656-2671 (2008).
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The performance of stochastic dynamic and fixed mix portfolio models. (English)
Eur. J. Oper. Res. 140, No.1, 37-49 (2002).
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