Strategies for investing in renewable energy projects present high risks associated with
generation and price volatility and dynamics. Existing approaches for determining optimal …

Supply contracts play an important role in competitive electricity markets. They help ensure
supply adequacy and hedge against market power, among other benefits. However, when …

We present a new methodology to support an energy trading company (ETC) to devise
contracting strategies under an optimal risk-averse renewable portfolio. The uncertainty in …

This paper aims at resolving a major obstacle to practical usage of time-consistent risk-
averse decision models. The recursive objective function, generally used to ensure time …

We analyze a decentralized supply chain with a single risk‐averse retailer and multiple risk‐
averse suppliers under a Conditional Value at Risk objective. We define coordinating …

For many decision-making problems under uncertainty, it is crucial to develop risk-averse
models and specify the decision makers' risk preferences based on multiple stochastic …

In this paper, we propose an alternative methodology for devising revenue-maximizing
strategic bids under uncertainty in the competitors' bidding strategy. We focus on markets …

This paper presents a new approach to calculating the levelized cost of hydrogen (LCOH)
using a stochastic model under an uncertainty and risk perspective. The research problem is …

This paper analyzes the permutation flow‐shop problem with delivery dates and cumulative
payoffs (whenever these dates are met) under uncertainty conditions. In particular, the paper …

Portfolios of renewable electricity sources are interesting risk-management mechanisms for
trading in electricity contract markets. When formed by players belonging to different …