Electric Power Systems Research · 2017 · 117 citations · 28 references
Natural SciencesBusiness EconomicsDecision SciencesElectric Vehicle EngineeringEnergy EconomicsOptimizationElectricity MarketsOptimization TheoryOptimization Under UncertaintyPrice OptimizationRobust OptimizationStochastic OptimizationChance-constrained Robust OptimizationDemand BiddingMarkdown Optimization Under UncertaintyOptimization Under Demand UncertaintyRobust Auction DesignRobust Stochastic ProgrammingStochastic Robust Optimization
28
Dimitris Bertsimas, Melvyn Sim · Operations Research · 2004 · 4.4K citations
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
ARIMA Models to Predict Next-Day Electricity Prices
Javier Contreras, Rosario Espinola, Francisco J. Nogales et al. · IEEE Power Engineering Review · 2002 · 941 citations