{"id":"https://openalex.org/W6907363108","doi":"https://doi.org/10.21227/h2j6-bf33","title":"A Decision Support System for Hedge Transactions in Electrical Energy Commercialization","display_name":"A Decision Support System for Hedge Transactions in Electrical Energy Commercialization","publication_year":2022,"publication_date":"2022-01-04","ids":{"openalex":"https://openalex.org/W6907363108","doi":"https://doi.org/10.21227/h2j6-bf33"},"language":"en","primary_location":{"id":"doi:10.21227/h2j6-bf33","is_oa":true,"landing_page_url":"https://doi.org/10.21227/h2j6-bf33","pdf_url":null,"source":{"id":"https://openalex.org/S7407051695","display_name":"IEEE DataPort","issn_l":null,"issn":[],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"dataset"},"type":"dataset","indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.21227/h2j6-bf33","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Marques, Naielly","orcid":null},"institutions":[{"id":"https://openalex.org/I2699952","display_name":"Pontifical Catholic University of Rio de Janeiro","ror":"https://ror.org/01dg47b60","country_code":"BR","type":"education","lineage":["https://openalex.org/I2699952"]}],"countries":["BR"],"is_corresponding":true,"raw_author_name":"Marques, Naielly","raw_affiliation_strings":["Pontifical Catholic University of Rio de Janeiro"],"affiliations":[{"raw_affiliation_string":"Pontifical Catholic University of Rio de Janeiro","institution_ids":["https://openalex.org/I2699952"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Pelajo, Jonas","orcid":null},"institutions":[{"id":"https://openalex.org/I2699952","display_name":"Pontifical Catholic University of Rio de Janeiro","ror":"https://ror.org/01dg47b60","country_code":"BR","type":"education","lineage":["https://openalex.org/I2699952"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Pelajo, Jonas","raw_affiliation_strings":["Pontifical Catholic University of Rio de Janeiro"],"affiliations":[{"raw_affiliation_string":"Pontifical Catholic University of Rio de Janeiro","institution_ids":["https://openalex.org/I2699952"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Gomes, Leonardo","orcid":null},"institutions":[{"id":"https://openalex.org/I2699952","display_name":"Pontifical Catholic University of Rio de Janeiro","ror":"https://ror.org/01dg47b60","country_code":"BR","type":"education","lineage":["https://openalex.org/I2699952"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Gomes, Leonardo","raw_affiliation_strings":["Pontifical Catholic University of Rio de Janeiro"],"affiliations":[{"raw_affiliation_string":"Pontifical Catholic University of Rio de Janeiro","institution_ids":["https://openalex.org/I2699952"]}]},{"author_position":"last","author":{"id":null,"display_name":"Brand\u00e3o, Luiz","orcid":null},"institutions":[{"id":"https://openalex.org/I2699952","display_name":"Pontifical Catholic University of Rio de Janeiro","ror":"https://ror.org/01dg47b60","country_code":"BR","type":"education","lineage":["https://openalex.org/I2699952"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Brand\u00e3o, Luiz","raw_affiliation_strings":["Pontifical Catholic University of Rio de Janeiro"],"affiliations":[{"raw_affiliation_string":"Pontifical Catholic University of Rio de Janeiro","institution_ids":["https://openalex.org/I2699952"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I2699952"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":true,"primary_topic":null,"topics":[],"keywords":[{"id":"https://openalex.org/keywords/hedge","display_name":"Hedge","score":0.7788000106811523},{"id":"https://openalex.org/keywords/cvar","display_name":"CVAR","score":0.6869000196456909},{"id":"https://openalex.org/keywords/electricity","display_name":"Electricity","score":0.5135999917984009},{"id":"https://openalex.org/keywords/position","display_name":"Position (finance)","score":0.48980000615119934},{"id":"https://openalex.org/keywords/decision-support-system","display_name":"Decision support system","score":0.4560999870300293},{"id":"https://openalex.org/keywords/electricity-market","display_name":"Electricity market","score":0.41600000858306885},{"id":"https://openalex.org/keywords/hedge-fund","display_name":"Hedge fund","score":0.41130000352859497},{"id":"https://openalex.org/keywords/spot-market","display_name":"Spot market","score":0.367000013589859},{"id":"https://openalex.org/keywords/forward-contract","display_name":"Forward contract","score":0.3668999969959259},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.35670000314712524}],"concepts":[{"id":"https://openalex.org/C70771513","wikidata":"https://www.wikidata.org/wiki/Q235779","display_name":"Hedge","level":2,"score":0.7788000106811523},{"id":"https://openalex.org/C2779922397","wikidata":"https://www.wikidata.org/wiki/Q5014755","display_name":"CVAR","level":4,"score":0.6869000196456909},{"id":"https://openalex.org/C206658404","wikidata":"https://www.wikidata.org/wiki/Q12725","display_name":"Electricity","level":2,"score":0.5135999917984009},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.49799999594688416},{"id":"https://openalex.org/C198082294","wikidata":"https://www.wikidata.org/wiki/Q3399648","display_name":"Position (finance)","level":2,"score":0.48980000615119934},{"id":"https://openalex.org/C107327155","wikidata":"https://www.wikidata.org/wiki/Q330268","display_name":"Decision support system","level":2,"score":0.4560999870300293},{"id":"https://openalex.org/C146733006","wikidata":"https://www.wikidata.org/wiki/Q676081","display_name":"Electricity market","level":3,"score":0.41600000858306885},{"id":"https://openalex.org/C204434749","wikidata":"https://www.wikidata.org/wiki/Q105611","display_name":"Hedge fund","level":2,"score":0.41130000352859497},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3903999924659729},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.38179999589920044},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.37619999051094055},{"id":"https://openalex.org/C2776789725","wikidata":"https://www.wikidata.org/wiki/Q1572221","display_name":"Spot market","level":3,"score":0.367000013589859},{"id":"https://openalex.org/C38904191","wikidata":"https://www.wikidata.org/wiki/Q744762","display_name":"Forward contract","level":3,"score":0.3668999969959259},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.35670000314712524},{"id":"https://openalex.org/C29592376","wikidata":"https://www.wikidata.org/wiki/Q206799","display_name":"Electric energy","level":3,"score":0.3564999997615814},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.35260000824928284},{"id":"https://openalex.org/C2780625559","wikidata":"https://www.wikidata.org/wiki/Q5152592","display_name":"Commercialization","level":2,"score":0.3409000039100647},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.32600000500679016},{"id":"https://openalex.org/C150325174","wikidata":"https://www.wikidata.org/wiki/Q4335500","display_name":"Optimal decision","level":3,"score":0.31279999017715454},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.3043999969959259},{"id":"https://openalex.org/C59594135","wikidata":"https://www.wikidata.org/wiki/Q5249242","display_name":"Decision model","level":2,"score":0.30390000343322754},{"id":"https://openalex.org/C205706631","wikidata":"https://www.wikidata.org/wiki/Q2319304","display_name":"Expected utility hypothesis","level":2,"score":0.30300000309944153},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.29319998621940613},{"id":"https://openalex.org/C28901747","wikidata":"https://www.wikidata.org/wiki/Q177571","display_name":"Decision theory","level":2,"score":0.2851000130176544},{"id":"https://openalex.org/C186370098","wikidata":"https://www.wikidata.org/wiki/Q442787","display_name":"Energy (signal processing)","level":2,"score":0.28209999203681946},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.27810001373291016},{"id":"https://openalex.org/C2776719154","wikidata":"https://www.wikidata.org/wiki/Q1094965","display_name":"Downside risk","level":3,"score":0.27570000290870667},{"id":"https://openalex.org/C95982191","wikidata":"https://www.wikidata.org/wiki/Q3338729","display_name":"Market neutral","level":3,"score":0.2752000093460083},{"id":"https://openalex.org/C2777819126","wikidata":"https://www.wikidata.org/wiki/Q1326624","display_name":"Electric utility","level":2,"score":0.27149999141693115},{"id":"https://openalex.org/C115988155","wikidata":"https://www.wikidata.org/wiki/Q3262192","display_name":"Decision problem","level":2,"score":0.2671000063419342},{"id":"https://openalex.org/C84839998","wikidata":"https://www.wikidata.org/wiki/Q5249245","display_name":"Decision rule","level":2,"score":0.25760000944137573},{"id":"https://openalex.org/C2781249084","wikidata":"https://www.wikidata.org/wiki/Q908656","display_name":"Preference","level":2,"score":0.25609999895095825},{"id":"https://openalex.org/C2780273121","wikidata":"https://www.wikidata.org/wiki/Q109411","display_name":"Curse","level":2,"score":0.2554999887943268},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.25220000743865967}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.21227/h2j6-bf33","is_oa":true,"landing_page_url":"https://doi.org/10.21227/h2j6-bf33","pdf_url":null,"source":{"id":"https://openalex.org/S7407051695","display_name":"IEEE DataPort","issn_l":null,"issn":[],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"dataset"}],"best_oa_location":{"id":"doi:10.21227/h2j6-bf33","is_oa":true,"landing_page_url":"https://doi.org/10.21227/h2j6-bf33","pdf_url":null,"source":{"id":"https://openalex.org/S7407051695","display_name":"IEEE DataPort","issn_l":null,"issn":[],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"dataset"},"sustainable_development_goals":[{"score":0.5116783976554871,"id":"https://metadata.un.org/sdg/7","display_name":"Affordable and clean energy"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"Agents":[0],"in":[1,8,12],"the":[2,13,22,41,46,60,66,74,89,101],"electricity":[3],"sector":[4],"may":[5],"find":[6],"themselves":[7],"a":[9,70,94],"short":[10],"position":[11,35],"market":[14],"at":[15,52],"times.":[16],"In":[17],"this":[18],"case,":[19],"they":[20],"have":[21],"option":[23],"of":[24,33],"hedging":[25,102],"their":[26,34],"risk":[27,96],"by":[28],"contracting":[29],"part":[30],"or":[31],"all":[32],"through":[36],"fixed-price":[37],"forward":[38],"contracts.":[39],"If":[40],"hedge":[42,72],"is":[43],"only":[44],"partial,":[45],"non-contracted":[47],"portion":[48],"must":[49],"be":[50],"settled":[51],"an":[53,84],"uncertain":[54],"future":[55],"spot":[56],"price,":[57],"which":[58],"exposes":[59],"agent":[61],"to":[62,93,99],"price":[63],"risk.":[64],"On":[65],"other":[67],"hand,":[68],"while":[69],"full":[71],"eliminates":[73,77],"risk,":[75],"it":[76],"potential":[78],"gains.":[79],"This":[80],"Python":[81],"code":[82],"proposes":[83],"optimization":[85],"model":[86],"that":[87],"maximizes":[88],"agent\u00b4s":[90],"returns":[91],"subject":[92],"CVaR":[95],"preference":[97],"function":[98],"support":[100],"decision.":[103]},"counts_by_year":[],"updated_date":"2025-11-06T06:51:31.235846","created_date":"2025-10-10T00:00:00"}
