Factor-Based Portfolio Optimization for Risk Management in Electricity Markets with Renewable Energy
Yusu Liu; Arnab Sur; Alberto J. Lamadrid L.; Audun Botterud
- Published
- Publisher
- Elsevier BV
- Research area
- Energy & infrastructure
- Source type
- Preprint / posted paper
- DOI
- 10.2139/ssrn.5221647
This is a preprint or other posted paper. Check the original source for its review and publication status.
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Cite this source
Yusu Liu; Arnab Sur; Alberto J. Lamadrid L.; Audun Botterud. Factor-Based Portfolio Optimization for Risk Management in Electricity Markets with Renewable Energy. Elsevier BV. 2025. https://doi.org/10.2139/ssrn.5221647