[PDF][PDF] A multi-objective approach based on Markowitz and DEA cross-efficiency models for the intuitionistic fuzzy portfolio selection problem

M Rasoulzadeh, SA Edalatpanah… - … in management and …, 2022 - researchgate.net
Original scientific paper Abstract: Nowadays, investors' main concerns are choosing the best
portfolio so that the highest possible investment return can be achieved by accepting the …

Analysis of new approaches used in portfolio optimization: a systematic literature review

DA Milhomem, MJP Dantas - Production, 2020 - SciELO Brasil
Paper aims To do a comprehensive review of the exact and heuristic methods,
software/programming languages, constraints, and types of analysis (technical and …

Ukrainian market of electrical energy: reforming, financing, innovative investment, efficiency analysis, and audit

R Kostyrko, T Kosova, L Kostyrko, L Zaitseva… - Energies, 2021 - mdpi.com
The aim of this research is to determine the influence of electrical energy market regulation
reform in Ukraine on the competitive environment, the reproduction processes of financial …

A multiagent-based game-theoretic and optimization approach for market operation of multimicrogrid systems

MM Esfahani, A Hariri… - IEEE Transactions on …, 2018 - ieeexplore.ieee.org
This paper proposes a multiagent-based energy market for multimicrogrid systems using
game-theoretic and hierarchical optimization approaches. The proposed method is tailored …

Effects of regulating the European Internal Market on the integration of variable renewable energy

H Algarvio, F Lopes, A Couto, J Santana… - Wiley …, 2019 - Wiley Online Library
The new proposal for regulating the European Internal Market for Electricity (EIME) can
motivate the harmonization of the various National markets. The process of harmonizing the …

Stochastic energy management of an electricity retailer with a novel plug-in electric vehicle-based demand response program and energy storage system: A linearized …

S Zeynali, N Rostami, A Ahmadian… - Sustainable Cities and …, 2021 - Elsevier
This study investigates the stochastic optimal electricity procurement problem of an
electricity retailer in a smart grid environment. Various energy provision means, including …

[HTML][HTML] Risk-Sharing Contracts and risk management of bilateral contracting in electricity markets

H Algarvio - International Journal of Electrical Power & Energy …, 2023 - Elsevier
The liberalization of the electricity sector has conducted to the establishment of spot markets,
derivative markets and private bilateral contracts to trade electricity, increasing the …

Robust purchase and sale transactions optimization strategy for electricity retailers with energy storage system considering two-stage demand response

L Ju, J Wu, H Lin, Q Tan, G Li, Z Tan, J Li - Applied Energy, 2020 - Elsevier
A new two-stage demand response is designed for the electricity retailers with energy
storage system (ESS-ER) in the deregulated power market. The ESS-ER could response to …

Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the …

J Janczura, E Wójcik - Energy Economics, 2022 - Elsevier
The price risk related to trading in electricity markets has increased significantly in the recent
years, due to the ongoing markets liberalization and the growing renewable energy sources …

Electricity Retailer trading portfolio optimization considering risk assessment in Chinese electricity market

B Sun, F Wang, J Xie, X Sun - Electric Power Systems Research, 2021 - Elsevier
The Chinese electricity market underwent a significant reform in 2015 resulting in its
complete liberalization on the sell-side. Electricity retailers now seeking to adapt to the …