Contract design and supply chain coordination in the electricity industry.

Oliveira, Fernando S.; Ruiz, Carlos; Conejo, Antonio J.

doi:10.1016/j.ejor.2013.01.003

All Outputs (3)

Real-time dynamic pricing in a non-stationary environment using model-free reinforcement learning. (2013)
Journal Article
RANA, R. and OLIVEIRA, F.S. 2014. Real-time dynamic pricing in a non-stationary environment using model-free reinforcement learning. Omega [online], 47, pages 116-126. Available from: https://doi.org/10.1016/j.omega.2013.10.004

This paper examines the problem of establishing a pricing policy that maximizes the revenue for selling a given inventory by a fixed deadline. This problem is faced by a variety of industries, including airlines, hotels and fashion. Reinforcement lea... Read More about Real-time dynamic pricing in a non-stationary environment using model-free reinforcement learning..

Pricing option contracts on the strategic petroleum reserve. (2013)
Journal Article
MURPHY, F. and OLIVEIRA, F.S. 2013. Pricing option contracts on the strategic petroleum reserve. Energy economics [online], 40, pages 242-250. Available from: https://doi.org/10.1016/j.eneco.2013.06.016

In this article we examine the pricing of option contracts on the strategic petroleum reserve (SPR) and consider how these can be used by both the government and refiners. We analyze the interaction between the call and put option contracts, taking i... Read More about Pricing option contracts on the strategic petroleum reserve..

Contract design and supply chain coordination in the electricity industry. (2013)
Journal Article
OLIVEIRA, F.S., RUIZ, C. and CONEJO, A.J. 2013. Contract design and supply chain coordination in the electricity industry. European journal of operational research [online], 227(3), pages 527-537. Available from: https://doi.org/10.1016/j.ejor.2013.01.003

In this article we propose a model of the supply chain in electricity markets with multiple generators and retailers and considering several market structures. We analyze how market design interacts with the different types of contract and market str... Read More about Contract design and supply chain coordination in the electricity industry..