Concepedia

Francisco J. Nogales

FJ

Statistics

Publications

33

Citations

6.9K

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

Ecole des Hautes Etudes Commerciales du Nord

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

Top concepts

BusinessEngineeringFinanceManagementEconomicsPortfolio OptimizationForecastingAsset PricingPortfolio ManagementMathematical Programming

Publications per year

2002–2023

33

Publications

33

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

Power Market, Economics, Engineering +13

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

Mathematical Programming, Engineering, Asset Allocation +16

ARIMA Models to Predict Next-Day Electricity Prices

Javier Contreras, Rosario Espinola, Francisco J. Nogales et al. · IEEE Power Engineering Review · 2002 · 940 citations

Power Market, Economics, Engineering +13

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 · 858 citations

Power Market, Economics, Dynamic Regression +15

Price-taker bidding strategy under price uncertainty

Antonio J. Conejo, Francisco J. Nogales, José M. Arroyo · IEEE Transactions on Power Systems · 2002 · 319 citations

Mathematical Programming, Electronic Auction, Engineering +17

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