Integrated demand and procurement portfolio management with spot market volatility and option contracts.
Yasemin MerzifonluogluPublished in: Eur. J. Oper. Res. (2017)
Keyphrases
- spot market
- garch model
- portfolio management
- stock market
- portfolio optimization
- financial data
- portfolio selection
- sar images
- short term
- multivariate time series
- transaction costs
- stock price
- financial markets
- heavy tailed
- decision making
- financial time series
- stock exchange
- trading strategies
- power generation
- long term
- supply chain management