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Portfolio management of a small RES utility with a structural vector autoregressive model of electricity markets in Germany.
Katarzyna Maciejowska
Published in:
Oper. Res. Decis. (2022)
Keyphrases
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autoregressive model
portfolio management
electricity markets
portfolio selection
portfolio optimization
feature vectors
financial data
software agents
wavelet domain
autoregressive
factor analysis
wavelet analysis
case study
similarity measure
probabilistic model