Concepedia

Francisco J. Nogales

FJ

Statistics

Publications

34

Citations

7K

H-Index

26

Active since

2002

Affiliations

Universidad Carlos III de Madrid(Current)

London Business School

University of Castilla-La Mancha

Universidade Federal de Santa Catarina

Unidades Centrales Científico-Técnicas

Francisco J. Nogales is an author at Universidad Carlos III de Madrid specializing in business, finance, and portfolio management.

ORCID

Publications per year

2002–2023

34

Publications

34

ARIMA models to predict next-day electricity prices

Javier Contreras, Rosa Espínola, Francisco J. Nogales et al. · IEEE Transactions on Power Systems · 2003 · 1.5K citations

, , +16

A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms

Victor DeMiguel, Lorenzo Garlappi, Francisco J. Nogales et al. · Management Science · 2009 · 1.1K citations

, , +17

ARIMA Models to Predict Next-Day Electricity Prices

Javier Contreras, Rosario Espinola, Francisco J. Nogales et al. · IEEE Power Engineering Review · 2002 · 941 citations

, , +16

Forecasting next-day electricity prices by time series models

Francisco J. Nogales, Javier Contreras, Antonio J. Conejo et al. · IEEE Transactions on Power Systems · 2002 · 861 citations

, , +14

Price-taker bidding strategy under price uncertainty

Antonio J. Conejo, Francisco J. Nogales, José M. Arroyo · IEEE Transactions on Power Systems · 2002 · 320 citations

, , +15

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