Hieu Thanh Pham

Personal Details

First Name:	Hieu
Middle Name:	Thanh
Last Name:	Pham
Suffix:
RePEc Short-ID:	pph127
	[This author has chosen not to make the email address public]

Affiliation

Faculty of Business
University of Economics Ho Chi Minh City

Ho Chi Minh City, Viet Nam
http://www.fob.ueh.edu.vn/
RePEc:edi:fbuehvn (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. René Aïd & P. Gruet & H. Pham, 2016. "An optimal trading problem in intraday electricity markets," Post-Print hal-01609481, HAL.

   Cited by:

   1. Ren'e Aid & Andrea Cosso & Huy^en Pham, 2020. "Equilibrium price in intraday electricity markets," Papers 2010.09285, arXiv.org.
   2. Bannör, Karl & Kiesel, Rüdiger & Nazarova, Anna & Scherer, Matthias, 2016. "Parametric model risk and power plant valuation," Energy Economics, Elsevier, vol. 59(C), pages 423-434.
   3. Benedikt Finnah, 2022. "Optimal bidding functions for renewable energies in sequential electricity markets," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 44(1), pages 1-27, March.
   4. Goodarzi, Shadi & Perera, H. Niles & Bunn, Derek, 2019. "The impact of renewable energy forecast errors on imbalance volumes and electricity spot prices," Energy Policy, Elsevier, vol. 134(C).
   5. Christopher Kath & Florian Ziel, 2018. "The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts," Papers 1811.08604, arXiv.org.
   6. Christopher Kath, 2019. "Modeling Intraday Markets under the New Advances of the Cross-Border Intraday Project (XBID): Evidence from the German Intraday Market," Energies, MDPI, vol. 12(22), pages 1-35, November.
   7. Roncoroni, Andrea & Prokopczuk, Marcel & Ronn, Ehud I., 2018. "Introduction—special issue on commodity and energy markets in the Journal of Banking and Finance," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 1-4.
   8. Demir, Sumeyra & Stappers, Bart & Kok, Koen & Paterakis, Nikolaos G., 2022. "Statistical arbitrage trading on the intraday market using the asynchronous advantage actor–critic method," Applied Energy, Elsevier, vol. 314(C).
   9. Kaneko, Nanae & Fujimoto, Yu & Hayashi, Yasuhiro, 2022. "Sensitivity analysis of factors relevant to extreme imbalance between procurement plans and actual demand: Case study of the Japanese electricity market," Applied Energy, Elsevier, vol. 313(C).
   10. René Aid & Andrea Cosso & Huyên Pham, 2022. "Equilibrium price in intraday electricity markets," Mathematical Finance, Wiley Blackwell, vol. 32(2), pages 517-554, April.
   11. Micha{l} Narajewski & Florian Ziel, 2020. "Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories," Papers 2005.01365, arXiv.org, revised Aug 2020.
   12. Kath, Christopher & Ziel, Florian, 2018. "The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts," Energy Economics, Elsevier, vol. 76(C), pages 411-423.
   13. Ningyuan Chen & Steven Kou & Chun Wang, 2018. "A Partitioning Algorithm for Markov Decision Processes with Applications to Market Microstructure," Management Science, INFORMS, vol. 64(2), pages 784-803, February.
   14. Zongjun Tan & Peter Tankov, 2018. "Optimal trading policies for wind energy producer," Post-Print hal-01348828, HAL.
   15. Micha{l} Narajewski & Florian Ziel, 2018. "Econometric modelling and forecasting of intraday electricity prices," Papers 1812.09081, arXiv.org, revised Sep 2019.
   16. Olivier F'eron & Peter Tankov & Laura Tinsi, 2020. "Price formation and optimal trading in intraday electricity markets with a major player," Papers 2011.07655, arXiv.org.
   17. Narajewski, Michał & Ziel, Florian, 2020. "Ensemble forecasting for intraday electricity prices: Simulating trajectories," Applied Energy, Elsevier, vol. 279(C).
   18. Narajewski, Michał & Ziel, Florian, 2020. "Econometric modelling and forecasting of intraday electricity prices," Journal of Commodity Markets, Elsevier, vol. 19(C).
   19. Kramer, Anke & Kiesel, Rüdiger, 2021. "Exogenous factors for order arrivals on the intraday electricity market," Energy Economics, Elsevier, vol. 97(C).
   20. Michał Narajewski & Florian Ziel, 2019. "Estimation and Simulation of the Transaction Arrival Process in Intraday Electricity Markets," Energies, MDPI, vol. 12(23), pages 1-16, November.
   21. Christopher Kath & Florian Ziel, 2020. "Optimal Order Execution in Intraday Markets: Minimizing Costs in Trade Trajectories," Papers 2009.07892, arXiv.org, revised Oct 2020.
   22. Marcel Kremer & Rüdiger Kiesel & Florentina Paraschiv, 2020. "Intraday Electricity Pricing of Night Contracts," Energies, MDPI, vol. 13(17), pages 1-14, September.
   23. Jérôme Collet & Olivier Féron & Peter Tankov, 2017. "Optimal management of a wind power plant with storage capacity," Working Papers 2017-87, Center for Research in Economics and Statistics.
   24. Marco Piccirilli & Tiziano Vargiolu, 2018. "Optimal Portfolio in Intraday Electricity Markets Modelled by L\'evy-Ornstein-Uhlenbeck Processes," Papers 1807.01979, arXiv.org.
   25. Ioannis Boukas & Damien Ernst & Thibaut Th'eate & Adrien Bolland & Alexandre Huynen & Martin Buchwald & Christelle Wynants & Bertrand Corn'elusse, 2020. "A Deep Reinforcement Learning Framework for Continuous Intraday Market Bidding," Papers 2004.05940, arXiv.org.
   26. Heikki Peura & Derek W. Bunn, 2021. "Renewable Power and Electricity Prices: The Impact of Forward Markets," Management Science, INFORMS, vol. 67(8), pages 4772-4788, August.
   27. Thomas Deschatre & Pierre Gruet, 2021. "Electricity intraday price modeling with marked Hawkes processes," Papers 2103.07407, arXiv.org, revised Mar 2021.
   28. Roxana Dumitrescu & Redouane Silvente & Peter Tankov, 2024. "Price impact and long-term profitability of energy storage," Papers 2410.12495, arXiv.org.
   29. Claudio Monteiro & Ignacio J. Ramirez-Rosado & L. Alfredo Fernandez-Jimenez & Pedro Conde, 2016. "Short-Term Price Forecasting Models Based on Artificial Neural Networks for Intraday Sessions in the Iberian Electricity Market," Energies, MDPI, vol. 9(9), pages 1-24, September.
   30. Olivier Féron & Peter Tankov & Laura Tinsi, 2020. "Price Formation and Optimal Trading in Intraday Electricity Markets with a Major Player," Risks, MDPI, vol. 8(4), pages 1-21, December.
   31. Simon Hirsch & Florian Ziel, 2022. "Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution," Papers 2211.13002, arXiv.org.
   32. Jérôme Collet & Olivier Féron & Peter Tankov, 2017. "Optimal management of a wind power plant with storage capacity," Working Papers hal-01627593, HAL.
   33. Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2018. "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," HSC Research Reports HSC/18/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
       • Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019. "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1533-1547.
   34. Gianmarco Del Sarto & Marta Leocata & Giulia Livieri, 2024. "A Mean Field Game approach for pollution regulation of competitive firms," Papers 2407.12754, arXiv.org.
   35. Olivier F'eron & Peter Tankov & Laura Tinsi, 2020. "Price formation and optimal trading in intraday electricity markets," Papers 2009.04786, arXiv.org, revised Jun 2021.
   36. Gandhi, Oktoviano & Zhang, Wenjie & Kumar, Dhivya Sampath & Rodríguez-Gallegos, Carlos D. & Yagli, Gokhan Mert & Yang, Dazhi & Reindl, Thomas & Srinivasan, Dipti, 2024. "The value of solar forecasts and the cost of their errors: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 189(PB).
   37. Peter Tankov & Laura Tinsi, 2021. "Decision making with dynamic probabilistic forecasts," Papers 2106.16047, arXiv.org.

2. Pf. Koehl & H, Pham, 1997. "Sublinear Price Functionals under Portfolio Constraints," Working Papers 97-52, Center for Research in Economics and Statistics.

   Cited by:

   1. Elyès Jouini, 2000. "Price functionals with bid–ask spreads: an axiomatic approach," Post-Print halshs-00167144, HAL.
      • Jouini, Elyes, 2000. "Price functionals with bid-ask spreads: an axiomatic approach," Journal of Mathematical Economics, Elsevier, vol. 34(4), pages 547-558, December.
      • Elyès Jouini, 1999. "Price Functionals with Bid-Ask Spreads: An Axiomatic Approach," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-038, New York University, Leonard N. Stern School of Business-.
      • Elyès Jouini, 1997. "Price Functionals with Bid-Ask Spreads : An Axiomatic Approach," Working Papers 97-05, Center for Research in Economics and Statistics.

Articles

1. R-C Dai & H Pham & Y Wang & J D McCalley, 2012. "Long-term benefits of online risk-based direct-current optimal power flow," Journal of Risk and Reliability, , vol. 226(1), pages 65-74, February.

   Cited by:

   1. Andrea Antenucci & Giovanni Sansavini, 2018. "Adequacy and security analysis of interdependent electric and gas networks," Journal of Risk and Reliability, , vol. 232(2), pages 121-139, April.

2. Jeske D. R. & Pham H., 2001. "On the Maximum Likelihood Estimates for the Goel-Okumoto Software Reliability Model," The American Statistician, American Statistical Association, vol. 55, pages 219-222, August.

   Cited by:

   1. Kamlesh Kumar Raghuvanshi & Arun Agarwal & Khushboo Jain & V. B. Singh, 2022. "A generalized prediction model for improving software reliability using time-series modelling," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 13(3), pages 1309-1320, June.
   2. Hiroyuki Okamura & Tadashi Dohi, 2016. "Phase-type software reliability model: parameter estimation algorithms with grouped data," Annals of Operations Research, Springer, vol. 244(1), pages 177-208, September.
   3. Hiroyuki Okamura & Tadashi Dohi, 2021. "Application of EM Algorithm to NHPP-Based Software Reliability Assessment with Generalized Failure Count Data," Mathematics, MDPI, vol. 9(9), pages 1-18, April.

3. H. Wang & H. Pham, 1999. "Some maintenance models and availability withimperfect maintenance in production systems," Annals of Operations Research, Springer, vol. 91(0), pages 305-318, January.

   Cited by:

   1. Marais, Karen B. & Saleh, Joseph H., 2009. "Beyond its cost, the value of maintenance: An analytical framework for capturing its net present value," Reliability Engineering and System Safety, Elsevier, vol. 94(2), pages 644-657.
   2. Nooshin Salari & Viliam Makis, 2020. "Joint maintenance and just-in-time spare parts provisioning policy for a multi-unit production system," Annals of Operations Research, Springer, vol. 287(1), pages 351-377, April.
   3. Reza Ahmadi, 2014. "Optimal maintenance scheduling for a complex manufacturing system subject to deterioration," Annals of Operations Research, Springer, vol. 217(1), pages 1-29, June.
   4. Levitin, Gregory & Finkelstein, Maxim & Dai, Yuanshun, 2018. "Optimizing availability of heterogeneous standby systems exposed to shocks," Reliability Engineering and System Safety, Elsevier, vol. 170(C), pages 137-145.
   5. Rung-Hung Su & Ming-Wei Weng & Yung-Fu Huang, 2020. "Innovative maintenance problem in a two-stage production-inventory system with imperfect processes," Annals of Operations Research, Springer, vol. 287(1), pages 379-401, April.
   6. Amir Hossein Nobil & Amir Hosein Afshar Sedigh & Leopoldo Eduardo Cárdenas-Barrón, 2020. "A multiproduct single machine economic production quantity (EPQ) inventory model with discrete delivery order, joint production policy and budget constraints," Annals of Operations Research, Springer, vol. 286(1), pages 265-301, March.
   7. Lin, Zu-Liang & Huang, Yeu-Shiang & Fang, Chih-Chiang, 2015. "Non-periodic preventive maintenance with reliability thresholds for complex repairable systems," Reliability Engineering and System Safety, Elsevier, vol. 136(C), pages 145-156.
   8. Sarang Deo & Seyed Iravani & Tingting Jiang & Karen Smilowitz & Stephen Samuelson, 2013. "Improving Health Outcomes Through Better Capacity Allocation in a Community-Based Chronic Care Model," Operations Research, INFORMS, vol. 61(6), pages 1277-1294, December.
   9. Levitin, Gregory & Finkelstein, Maxim & Dai, Yuanshun, 2018. "Heterogeneous standby systems with shocks-driven preventive replacements," European Journal of Operational Research, Elsevier, vol. 266(3), pages 1189-1197.
   10. Faraz Qasim & Doug Hyung Lee & Jongkuk Won & Jin-Kuk Ha & Sang Jin Park, 2021. "Development of Advanced Advisory System for Anomalies (AAA) to Predict and Detect the Abnormal Operation in Fired Heaters for Real Time Process Safety and Optimization," Energies, MDPI, vol. 14(21), pages 1-24, November.
   11. Ahmadi, Reza & Newby, Martin, 2011. "Maintenance scheduling of a manufacturing system subject to deterioration," Reliability Engineering and System Safety, Elsevier, vol. 96(10), pages 1411-1420.
   12. Chaabane, K. & Khatab, A. & Diallo, C. & Aghezzaf, E.-H. & Venkatadri, U., 2020. "Integrated imperfect multimission selective maintenance and repairpersons assignment problem," Reliability Engineering and System Safety, Elsevier, vol. 199(C).
   13. Shey-Huei Sheu & Chin-Chih Chang & Yu-Hung Chien, 2011. "Optimal age-replacement time with minimal repair based on cumulative repair-cost limit for a system subject to shocks," Annals of Operations Research, Springer, vol. 186(1), pages 317-329, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Hieu Thanh Pham should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.