Portfolio optimization of electricity markets participation using forecasting error in risk formulation

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Authors: Ricardo Faia, Tiago Pinto, Zita Vale, Juan Manuel Corchado

Journal title: International Journal of Electrical Power & Energy Systems

Journal number: 129

Journal publisher: Elsevier BV

Published year: 2021

Published pages: 106739

DOI identifier: 10.1016/j.ijepes.2020.106739

ISSN: 0142-0615