Stochastic programming models for replication of electricity forward contracts for industry

  1. Roy H. Kwon*,
  2. J. Scott Rogers*,
  3. Sheena Yau

Article first published online: 7 AUG 2006

DOI: 10.1002/nav.20185

Issue

Naval Research Logistics (NRL)

Naval Research Logistics (NRL)

Special Issue: Special Issue on Applications of Financial Engineering in Operations, Production, Services, Logistics, and Management

Volume 53, Issue 7, pages 713–726, October 2006

Additional Information

How to Cite

Kwon, R. H., Scott Rogers, J. and Yau, S. (2006), Stochastic programming models for replication of electricity forward contracts for industry. Naval Research Logistics, 53: 713–726. doi: 10.1002/nav.20185

Author Information

  1. Mechanical & Industrial Engineering, University of Toronto, 5 King's College Road, Toronto, Ontario M5S3G8, Canada

*Mechanical & Industrial Engineering, University of Toronto, 5 King's College Road, Toronto, Ontario M5S3G8, Canada

Publication History

  1. Issue published online: 29 AUG 2006
  2. Article first published online: 7 AUG 2006
  3. Manuscript Accepted: 10 JUN 2006
  4. Manuscript Revised: 16 DEC 2005
  5. Manuscript Received: 3 MAR 2005

Funded by

  • National Science and Engineering Research Council of Canada

SEARCH

SEARCH BY CITATION

ARTICLE TOOLS

Get PDF (217K)

Options for accessing this content:

  • If you have access to this content through a society membership, please first log in to your society website.
  • If you would like institutional access to this content, please recommend the title to your librarian.
  • Login via Athens http://onlinelibrary.wiley.com/athens or other institutional login options http://onlinelibrary.wiley.com/login-options .
  • You can purchase online access to this Article for a 24-hour period (price varies by title)
    • If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
    • New Users: Please register, then proceed to purchase the article.

Please register to:

  • Save publications, articles and searches
  • Get email alerts
  • Get all the benefits mentioned below!

Register now >

Get PDF (217K)