Optimal Energy Procurement in Spot and Forward Markets

Citations

Cited by:

1. Fan, Mengli & Xing, Wei & Huang, Yi, 2023. "Joint forward contract negotiation: The role of B2B procurement platforms," Journal of Business Research, Elsevier, vol. 167(C).
2. 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.
3. Roncoroni, Andrea & Id Brik, Rachid, 2017. "Hedging size risk: Theory and application to the US gas market," Energy Economics, Elsevier, vol. 64(C), pages 415-437.
4. Chang, Shuhua & Li, Jiajing & Sethi, Suresh P. & Wang, Xinyu, 2024. "Risk hedging for VaR-constrained newsvendors," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 181(C).
5. Taheri, Seyed Danial Mohseni & Nadarajah, Selvaprabu & Trivella, Alessio, 2025. "Physical vs Virtual corporate power purchase agreements: Meeting renewable targets amid demand and price uncertainty," European Journal of Operational Research, Elsevier, vol. 320(1), pages 256-270.
6. Alessio Trivella & Danial Mohseni-Taheri & Selvaprabu Nadarajah, 2023. "Meeting Corporate Renewable Power Targets," Management Science, INFORMS, vol. 69(1), pages 491-512, January.
7. Jianjun Xu & Mustafa Cagri Gürbüz & Youyi Feng & Shaoxiang Chen, 2020. "Optimal Spot Trading Integrated with Quantity Flexibility Contracts," Production and Operations Management, Production and Operations Management Society, vol. 29(6), pages 1532-1549, June.
8. Sel, Burakhan & Minner, Stefan, 2022. "A hedging policy for seaborne forward freight markets based on probabilistic forecasts," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 166(C).
9. Mahapatra, Santosh & Levental, Shlomo & Narasimhan, Ram, 2017. "Market price uncertainty, risk aversion and procurement: Combining contracts and open market sourcing alternatives," International Journal of Production Economics, Elsevier, vol. 185(C), pages 34-51.
10. Anna Maria Gambaro & Nicola Secomandi, 2021. "A Discussion of Non‐Gaussian Price Processes for Energy and Commodity Operations," Production and Operations Management, Production and Operations Management Society, vol. 30(1), pages 47-67, January.
11. Park, Seung Jae, 2018. "Swapping inventory between competing firms," International Journal of Production Economics, Elsevier, vol. 199(C), pages 26-46.
12. Secomandi, Nicola & Seppi, Duane J., 2014. "Real Options and Merchant Operations of Energy and Other Commodities," Foundations and Trends(R) in Technology, Information and Operations Management, now publishers, vol. 6(3-4), pages 161-331, July.
13. Nadarajah, Selvaprabu & Secomandi, Nicola, 2023. "A review of the operations literature on real options in energy," European Journal of Operational Research, Elsevier, vol. 309(2), pages 469-487.
14. Gürel, Yücel & Güllü, Refik, 2019. "Effect of a secondary market on a system with random demand and uncertain costs," International Journal of Production Economics, Elsevier, vol. 209(C), pages 112-120.
15. Nicola Secomandi & Guoming Lai & François Margot & Alan Scheller-Wolf & Duane J. Seppi, 2015. "Merchant Commodity Storage and Term-Structure Model Error," Manufacturing & Service Operations Management, INFORMS, vol. 17(3), pages 302-320, July.
16. Karl Inderfurth & Peter Kelle & Rainer Kleber, 2018. "Inventory control in dual sourcing commodity procurement with price correlation," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 26(1), pages 93-119, March.
17. Roozbeh Qorbanian & Nils Lohndorf & David Wozabal, 2024. "Valuation of Power Purchase Agreements for Corporate Renewable Energy Procurement," Papers 2403.08846, arXiv.org.
18. Vishal Gaur & Nikolay Osadchiy & Sridhar Seshadri & Marti G. Subrahmanyam, 2023. "Sourcing for online marketplaces with demand and price uncertainty," Production and Operations Management, Production and Operations Management Society, vol. 32(10), pages 3062-3080, October.
19. Panos Markou & Daniel Corsten, 2021. "Financial and Operational Risk Management: Inventory Effects in the Gold Mining Industry," Production and Operations Management, Production and Operations Management Society, vol. 30(12), pages 4635-4655, December.
20. John R. Birge, 2015. "OM Forum—Operations and Finance Interactions," Manufacturing & Service Operations Management, INFORMS, vol. 17(1), pages 4-15, February.
21. Secomandi, Nicola, 2022. "Quadratic hedging of risk neutral values," Energy Economics, Elsevier, vol. 112(C).
22. Güllü, Refik & Erkip, Nesim, 2024. "Risk pooling under demand and price uncertainty," European Journal of Operational Research, Elsevier, vol. 315(1), pages 120-129.
23. Onur Boyabatlı, 2015. "Supply Management in Multiproduct Firms with Fixed Proportions Technology," Management Science, INFORMS, vol. 61(12), pages 3013-3031, December.
24. İşlier, Zeynep Gökçe & Güllü, Refik, 2024. "On strategic customers with correlated utility attributes: Effects and information benefits," European Journal of Operational Research, Elsevier, vol. 313(1), pages 258-269.
25. Khouja, Moutaz & Christou, Eliana & Stylianou, Antonis, 2020. "A heuristic approach to in-season capacity allocation in a multi-product newsvendor model," Omega, Elsevier, vol. 95(C).
26. Sripad K. Devalkar & Ravi Anupindi & Amitabh Sinha, 2018. "Dynamic Risk Management of Commodity Operations: Model and Analysis," Manufacturing & Service Operations Management, INFORMS, vol. 20(2), pages 317-332, May.