{"id":"https://openalex.org/W2937418434","doi":"https://doi.org/10.1007/s10479-019-03221-2","title":"Internal hedging of intermittent renewable power generation and optimal portfolio selection","display_name":"Internal hedging of intermittent renewable power generation and optimal portfolio selection","publication_year":2019,"publication_date":"2019-04-09","ids":{"openalex":"https://openalex.org/W2937418434","doi":"https://doi.org/10.1007/s10479-019-03221-2","mag":"2937418434"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-019-03221-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-019-03221-2","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"type":"article","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/A5057365284","display_name":"Carlo Lucheroni","orcid":"https://orcid.org/0000-0002-8385-951X"},"institutions":[{"id":"https://openalex.org/I112859197","display_name":"Universit\u00e0 di Camerino","ror":"https://ror.org/0005w8d69","country_code":"IT","type":"education","lineage":["https://openalex.org/I112859197"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Carlo Lucheroni","raw_affiliation_strings":["School of Science and Technologies, University of Camerino, Via Madonna delle Carceri 9, 62032, Camerino, MC, Italy"],"raw_orcid":"https://orcid.org/0000-0002-8385-951X","affiliations":[{"raw_affiliation_string":"School of Science and Technologies, University of Camerino, Via Madonna delle Carceri 9, 62032, Camerino, MC, Italy","institution_ids":["https://openalex.org/I112859197"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5073040755","display_name":"Carlo Mari","orcid":"https://orcid.org/0000-0002-7096-0774"},"institutions":[{"id":"https://openalex.org/I39387349","display_name":"University of Chieti-Pescara","ror":"https://ror.org/00qjgza05","country_code":"IT","type":"education","lineage":["https://openalex.org/I39387349"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Carlo Mari","raw_affiliation_strings":["Department of Economics, University of Chieti - Pescara, Viale Pindaro 42, 65127, Pescara, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics, University of Chieti - Pescara, Viale Pindaro 42, 65127, Pescara, Italy","institution_ids":["https://openalex.org/I39387349"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5057365284"],"corresponding_institution_ids":["https://openalex.org/I112859197"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.8475,"has_fulltext":false,"cited_by_count":13,"citation_normalized_percentile":{"value":0.73738768,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":97},"biblio":{"volume":"299","issue":"1-2","first_page":"873","last_page":"893"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9969000220298767,"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"}},"topics":[{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9969000220298767,"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/T10424","display_name":"Electric Power System Optimization","score":0.9902999997138977,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.9837999939918518,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/dispatchable-generation","display_name":"Dispatchable generation","score":0.9328839778900146},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.66732257604599},{"id":"https://openalex.org/keywords/cvar","display_name":"CVAR","score":0.6374079585075378},{"id":"https://openalex.org/keywords/electricity-generation","display_name":"Electricity generation","score":0.4943656921386719},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.4911820590496063},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.46169790625572205},{"id":"https://openalex.org/keywords/production","display_name":"Production (economics)","score":0.45293572545051575},{"id":"https://openalex.org/keywords/renewable-energy","display_name":"Renewable energy","score":0.4404008686542511},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4338952600955963},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3371172249317169},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.32900571823120117},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.196396142244339},{"id":"https://openalex.org/keywords/power","display_name":"Power (physics)","score":0.19575738906860352},{"id":"https://openalex.org/keywords/expected-shortfall","display_name":"Expected shortfall","score":0.17890170216560364},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.14721408486366272},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.14388605952262878}],"concepts":[{"id":"https://openalex.org/C85924503","wikidata":"https://www.wikidata.org/wiki/Q5282546","display_name":"Dispatchable generation","level":4,"score":0.9328839778900146},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.66732257604599},{"id":"https://openalex.org/C2779922397","wikidata":"https://www.wikidata.org/wiki/Q5014755","display_name":"CVAR","level":4,"score":0.6374079585075378},{"id":"https://openalex.org/C423512","wikidata":"https://www.wikidata.org/wiki/Q383973","display_name":"Electricity generation","level":3,"score":0.4943656921386719},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.4911820590496063},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.46169790625572205},{"id":"https://openalex.org/C2778348673","wikidata":"https://www.wikidata.org/wiki/Q739302","display_name":"Production (economics)","level":2,"score":0.45293572545051575},{"id":"https://openalex.org/C188573790","wikidata":"https://www.wikidata.org/wiki/Q12705","display_name":"Renewable energy","level":2,"score":0.4404008686542511},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4338952600955963},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3371172249317169},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.32900571823120117},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.196396142244339},{"id":"https://openalex.org/C163258240","wikidata":"https://www.wikidata.org/wiki/Q25342","display_name":"Power (physics)","level":2,"score":0.19575738906860352},{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.17890170216560364},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.14721408486366272},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.14388605952262878},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C119599485","wikidata":"https://www.wikidata.org/wiki/Q43035","display_name":"Electrical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10479-019-03221-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-019-03221-2","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03221-2","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-019-03221-2","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:pubblicazioni.unicam.it:11581/426437","is_oa":false,"landing_page_url":"https://hdl.handle.net/11581/426437","pdf_url":null,"source":{"id":"https://openalex.org/S4306400819","display_name":"Unicam Scientific Publications (University of Camerino)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I112859197","host_organization_name":"Universit\u00e0 di Camerino","host_organization_lineage":["https://openalex.org/I112859197"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.75,"id":"https://metadata.un.org/sdg/7","display_name":"Affordable and clean energy"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W315644267","https://openalex.org/W1531920088","https://openalex.org/W1647779468","https://openalex.org/W1883925207","https://openalex.org/W1974876484","https://openalex.org/W1982644510","https://openalex.org/W1995863382","https://openalex.org/W2049642529","https://openalex.org/W2058504886","https://openalex.org/W2079117566","https://openalex.org/W2103275617","https://openalex.org/W2116303251","https://openalex.org/W2138380733","https://openalex.org/W2159822936","https://openalex.org/W2184731665","https://openalex.org/W2476272057","https://openalex.org/W2478204107","https://openalex.org/W2529211161","https://openalex.org/W2552056904","https://openalex.org/W2555060193","https://openalex.org/W2567848976","https://openalex.org/W2609133488","https://openalex.org/W2791131865","https://openalex.org/W2793042655","https://openalex.org/W2796365934","https://openalex.org/W2912708602","https://openalex.org/W3122209442","https://openalex.org/W3124131283","https://openalex.org/W4285719527","https://openalex.org/W6730662148"],"related_works":["https://openalex.org/W2153830644","https://openalex.org/W2078547130","https://openalex.org/W2508928688","https://openalex.org/W2750201565","https://openalex.org/W1131746181","https://openalex.org/W3121390367","https://openalex.org/W2016139756","https://openalex.org/W2133635752","https://openalex.org/W2017332597","https://openalex.org/W2106063437"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":2}],"updated_date":"2026-03-27T05:58:40.876381","created_date":"2025-10-10T00:00:00"}