{"id":"https://openalex.org/W1543829159","doi":"https://doi.org/10.1007/978-3-540-87477-5_29","title":"Robust Hedging of Electricity Retail Portfolios with CVaR Constraints","display_name":"Robust Hedging of Electricity Retail Portfolios with CVaR Constraints","publication_year":2008,"publication_date":"2008-01-01","ids":{"openalex":"https://openalex.org/W1543829159","doi":"https://doi.org/10.1007/978-3-540-87477-5_29","mag":"1543829159"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-540-87477-5_29","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-87477-5_29","pdf_url":null,"source":{"id":"https://openalex.org/S2764900261","display_name":"Communications in computer and information science","issn_l":"1865-0929","issn":["1865-0929","1865-0937"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Computer and Information Science","raw_type":"book-chapter"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5014840665","display_name":"Marina Resta","orcid":"https://orcid.org/0000-0003-0994-9151"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Marina Resta","raw_affiliation_strings":["DI.E.M., sez. Matematica Finanziaria, via Vivaldi 5, 16126, Genova, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"DI.E.M., sez. Matematica Finanziaria, via Vivaldi 5, 16126, Genova, Italy","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5085121758","display_name":"Stefano Santini","orcid":"https://orcid.org/0000-0003-4494-1251"},"institutions":[{"id":"https://openalex.org/I71353707","display_name":"Enel (Italy)","ror":"https://ror.org/052fdp564","country_code":"IT","type":"company","lineage":["https://openalex.org/I71353707"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Stefano Santini","raw_affiliation_strings":["Enel SpA, Via Dalmazia 15, 00198, Roma, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Enel SpA, Via Dalmazia 15, 00198, Roma, Italy","institution_ids":["https://openalex.org/I71353707"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0624522,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"264","last_page":"272"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10424","display_name":"Electric Power System Optimization","score":0.9886999726295471,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9829000234603882,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cvar","display_name":"CVAR","score":0.9786720871925354},{"id":"https://openalex.org/keywords/robust-optimization","display_name":"Robust optimization","score":0.7279726266860962},{"id":"https://openalex.org/keywords/hedge","display_name":"Hedge","score":0.6306400299072266},{"id":"https://openalex.org/keywords/expected-shortfall","display_name":"Expected shortfall","score":0.5948194861412048},{"id":"https://openalex.org/keywords/electricity","display_name":"Electricity","score":0.5304548144340515},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5119267702102661},{"id":"https://openalex.org/keywords/value-at-risk","display_name":"Value at risk","score":0.4680471122264862},{"id":"https://openalex.org/keywords/representation","display_name":"Representation (politics)","score":0.4269551932811737},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4101811945438385},{"id":"https://openalex.org/keywords/risk-analysis","display_name":"Risk analysis (engineering)","score":0.37735220789909363},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.33470094203948975},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.29273706674575806},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.27316880226135254},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.16243711113929749},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.15153729915618896},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.150547593832016},{"id":"https://openalex.org/keywords/electrical-engineering","display_name":"Electrical engineering","score":0.07263976335525513}],"concepts":[{"id":"https://openalex.org/C2779922397","wikidata":"https://www.wikidata.org/wiki/Q5014755","display_name":"CVAR","level":4,"score":0.9786720871925354},{"id":"https://openalex.org/C193254401","wikidata":"https://www.wikidata.org/wiki/Q2160088","display_name":"Robust optimization","level":2,"score":0.7279726266860962},{"id":"https://openalex.org/C70771513","wikidata":"https://www.wikidata.org/wiki/Q235779","display_name":"Hedge","level":2,"score":0.6306400299072266},{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.5948194861412048},{"id":"https://openalex.org/C206658404","wikidata":"https://www.wikidata.org/wiki/Q12725","display_name":"Electricity","level":2,"score":0.5304548144340515},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5119267702102661},{"id":"https://openalex.org/C94128290","wikidata":"https://www.wikidata.org/wiki/Q963287","display_name":"Value at risk","level":3,"score":0.4680471122264862},{"id":"https://openalex.org/C2776359362","wikidata":"https://www.wikidata.org/wiki/Q2145286","display_name":"Representation (politics)","level":3,"score":0.4269551932811737},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4101811945438385},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.37735220789909363},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.33470094203948975},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.29273706674575806},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.27316880226135254},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.16243711113929749},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.15153729915618896},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.150547593832016},{"id":"https://openalex.org/C119599485","wikidata":"https://www.wikidata.org/wiki/Q43035","display_name":"Electrical engineering","level":1,"score":0.07263976335525513},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-540-87477-5_29","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-87477-5_29","pdf_url":null,"source":{"id":"https://openalex.org/S2764900261","display_name":"Communications in computer and information science","issn_l":"1865-0929","issn":["1865-0929","1865-0937"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Computer and Information Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","score":0.49000000953674316,"display_name":"Industry, innovation and infrastructure"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":9,"referenced_works":["https://openalex.org/W1505227223","https://openalex.org/W1990275757","https://openalex.org/W2003777645","https://openalex.org/W2006093909","https://openalex.org/W2049980240","https://openalex.org/W2054370268","https://openalex.org/W2089326092","https://openalex.org/W2163801427","https://openalex.org/W2164802766"],"related_works":["https://openalex.org/W4316167276","https://openalex.org/W2002736235","https://openalex.org/W2232143283","https://openalex.org/W1647779468","https://openalex.org/W1106997938","https://openalex.org/W2759984755","https://openalex.org/W2783733712","https://openalex.org/W2594064876","https://openalex.org/W2374661407","https://openalex.org/W2031780815"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}
