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2023SSRN Electronic JournalShort-term procurement of an optimal mix of solar and wind capacities in TexasC.K. Woo, Kang Hua Cao, Han Steffan QI, Jay Zarnikau, Raymond Lihttp://dx.doi.org/10.5547/ISSN0195-6574-EJ-Vol33-No1-8
2023Annals of Operations Research: Vol. 330, Issue 1-2Futures hedging in electricity retailingFehmi Tanrisever, Burak Büke, Geert Jongenhttp://dx.doi.org/10.2139/ssrn.4622408
2023Energy Policy: Vol. 178Regional revenues of solar and wind generation in TexasC.K. Woo, J. Zarnikau, C.H. Tsai, K.H. Cao, H.S. Qi, R. Lihttp://dx.doi.org/10.1016/j.enconman.2015.07.018
2022Energies: Vol. 16, Issue 1Insuring a Small Retail Electric Provider’s Procurement Cost Risk in TexasChi-Keung Woo, Jay Zarnikau, Asher Tishler, Kang Hua Caohttp://dx.doi.org/10.1016/j.landusepol.2012.06.017
2021Applied Energy: Vol. 302Energy trading efficiency in the US Midcontinent electricity marketsK.H. Cao, H.S. Qi, C.H. Tsai, C.K. Woo, J. Zarnikauhttp://dx.doi.org/10.1016/B978-0-08-056887-4.00006-8
2021Economic Herald of the Donbas, Issue 3 (65)Conceptual Provisions on the Directions of Cost Optimization of Energy Industry EnterprisesR. Reznikovhttp://dx.doi.org/10.2139/ssrn.2689112
2021Optimization and Engineering: Vol. 22, Issue 4Static hedging of weather and price risks in electricity marketsJavier Pantoja Robayo, Juan C. Verahttp://dx.doi.org/10.1016/j.eneco.2020.104953
2020Energy Economics: Vol. 92Residential electricity pricing in Texas's competitive retail marketD.P. Brown, C.H. Tsai, C.K. Woo, J. Zarnikau, S. Zhuhttp://dx.doi.org/10.1002/mde.1533
2020SSRN Electronic Journal The Role of Options in Goals-Based Wealth ManagementSanjiv Ranjan Das, Greg Rosshttp://dx.doi.org/10.1016/j.enpol.2016.02.023
2019Production and Operations Management: Vol. 28, Issue 6Inventory Management under Periodic Profit TargetsHoumin Yan, Candace Arai Yano, Hanqin Zhanghttp://dx.doi.org/10.1109/PES.2010.5589689
2019Energy Policy: Vol. 125Market price behavior of wholesale electricity products: TexasJ. Zarnikau, C.K. Woo, S. Zhu, C.H. Tsaihttp://dx.doi.org/10.1007/s40070-018-0077-4
2019Production and Operations Management: Vol. 28, Issue 11Electric Power Industry: Operational and Public Policy Challenges and OpportunitiesGeoffrey G. Parker, Burcu Tan, Osman Kazanhttp://dx.doi.org/10.1111/poms.12986
2019Energies: Vol. 12, Issue 20Energy Commodities: A Review of Optimal Hedging Strategies Halkos, Tsirivishttp://dx.doi.org/10.1016/B978-008044949-4/50046-5
2018Energy: Vol. 144Consumption effects of an electricity decarbonization policy: Hong KongC.K. Woo, A. Shiu, Y. Liu, X. Luo, J. Zarnikauhttp://dx.doi.org/10.1016/j.jbankfin.2007.05.020
2018The Electricity Journal: Vol. 31, Issue 2An empirical analysis of California’s hybrid capacity optionsC.K. Woo, J. Zarnikau, Y. Chen, A. Olson, J. Moore, T. Ho, Y. Liu, X. Luohttp://dx.doi.org/10.2139/ssrn.4793164
2018EURO Journal on Decision Processes: Vol. 6, Issue 1-2Evaluating the reliability of efficient energy technology portfoliosIlka Deluque, Ekundayo Shittu, Jonathan Deasonhttp://dx.doi.org/10.1109/ISCAS.2007.378614
2018Journal of the Operational Research Society: Vol. 69, Issue 3Incorporating single and multiple losses in operational risk: a multi-period perspectiveKamil J. Mizgier, Maximilian Wimmerhttp://dx.doi.org/10.1016/j.epsr.2015.08.017
2017Applied Energy: Vol. 204Electricity price behavior and carbon trading: New evidence from CaliforniaC.K. Woo, Y. Chen, A. Olson, J. Moore, N. Schlag, A. Ong, T. Hohttp://dx.doi.org/10.1007/978-1-4614-9035-7_4
2016The Energy Journal: Vol. 37, Issue 3What Moves the Ex Post Variable Profit of Natural-Gas-Fired Generation in California?Chi-Keung Woo, Ira Horowitz, Jay Zarnikau, Jack Moore, Brendan Schneiderman, Tony Ho, Eric Leunghttp://dx.doi.org/10.1080/10807030902761148
2016The Energy Journal: Vol. 37, Issue 2Short-term Hedging for an Electricity RetailerDebbie J. Dupuis, Geneviéve Gauthier, Fréderic Godinhttp://dx.doi.org/10.1109/PCT.2007.4538650
2016Energy Policy: Vol. 92Merit-order effects of renewable energy and price divergence in California’s day-ahead and real-time electricity marketsC.K. Woo, J. Moore, B. Schneiderman, T. Ho, A. Olson, L. Alagappan, K. Chawla, N. Toyama, J. Zarnikauhttp://dx.doi.org/10.1287/mnsc.1040.0341
2016Electric Power Systems Research: Vol. 130Robust optimal offering strategy of large consumer using IGDT considering demand response programsSayyad Nojavan, Hadi Ghesmati, Kazem Zarehttp://dx.doi.org/10.5547/01956574.37.3.cwoo
2015Energy Conversion and Management: Vol. 103Stochastic energy procurement of large electricity consumer considering photovoltaic, wind-turbine, micro-turbines, energy storage system in the presence of demand response programSayyad Nojavan, Habib allah Aalamihttp://dx.doi.org/10.1016/j.apenergy.2021.117505
2015SSRN Electronic Journal Financial Hedging Decisions on Procurement Risk with Value-at-Risk ConsiderationJian Chen, Qing Ding, Long Renhttp://dx.doi.org/10.1016/j.apenergy.2017.07.070
2014SSRN Electronic JournalStatic Mitigation of Volumetric RiskRachid Id Brik, Andrea Roncoronihttp://dx.doi.org/10.1007/978-3-319-41613-7_1
2013Production and Operations Management: Vol. 22, Issue 3Finding and Implementing Energy Efficiency Projects in Industrial FacilitiesSam Aflaki, Paul R. Kleindorfer, Victor Sáenz deMiera Polvorinoshttp://dx.doi.org/10.1007/s11149-011-9149-0
2013Land Use Policy: Vol. 31A micro-simulation evaluation of the effectiveness of an Irish grass roots agri-environmental schemeHugh Kelley, Thomas M. van Rensburg, Lava Yadavhttp://dx.doi.org/10.1016/j.enpol.2009.07.050
2012International Journal of Energy Sector Management: Vol. 6, Issue 1Design of power purchase under transmission congestionCigdem Z. Gurgur, Emily K. Neweshttp://dx.doi.org/10.1111/j.1937-5956.2012.01377.x
2012The Energy Journal: Vol. 33, Issue 1Blowing in the Wind: Vanishing Payoffs of a Tolling Agreement for Natural-gas-fired Generation of Electricity in TexasChi-Keung Woo, Ira Horowitz, Brian Horii, Ren Orans, Jay Zarnikauhttp://dx.doi.org/10.2139/ssrn.1545852
2011Journal of Regulatory Economics: Vol. 40, Issue 3Portfolio risk management and carbon emissions valuation in electric powerPaul R. Kleindorfer, Lide Lihttp://dx.doi.org/10.1007/978-3-319-00795-3_26
2011SSRN Electronic JournalDynamic Portfolio Selection Methods for Power Generation AssetsBarbara Glensk, Reinhard Madlenerhttp://dx.doi.org/10.1016/j.enpol.2018.10.043
2011IEEE Transactions on Power Systems: Vol. 26, Issue 3Setting Up Standard Power Options to Hedge Price-Quantity Risk in a Competitive Electricity Market: The Colombian CaseGabriel A. Vizcaino Sanchez, Juan Manuel Alzate, Angela I. Cadena, Juan M. Benavideshttp://dx.doi.org/10.1108/17506221211216535
2011Managerial and Decision Economics: Vol. 32, Issue 4Cross-hedging and forward-contract pricing of electricity in the Pacific NorthwestChi-Keung Woo, Ira Horowitz, Arne Olson, Andrew DeBenedictis, David Miller, Jack Moorehttp://dx.doi.org/10.1287/mnsc.1040.0345
2011Energy Policy: Vol. 39, Issue 7Wind generation and zonal-market price divergence: Evidence from TexasC.K. Woo, J. Zarnikau, J. Moore, I. Horowitzhttp://dx.doi.org/10.1016/j.energy.2017.12.074
2010SSRN Electronic JournalPortfolio Risk Management and Carbon Emissions Valuation in Electric PowerPaul R. Kleindorfer, Lide Lihttp://dx.doi.org/10.1287/deca.1090.0167
2010Energy Policy: Vol. 38, Issue 1Electricity procurement for large consumers based on Information Gap Decision TheoryKazem Zare, Mohsen Parsa Moghaddam, Mohammad Kazem Sheikh El Eslamihttp://dx.doi.org/10.1109/TPWRS.2010.2089474
2010Decision Analysis: Vol. 7, Issue 1Optimal Static Hedging of Volumetric Risk in a Competitive Wholesale Electricity MarketYumi Oum, Shmuel S. Orenhttp://dx.doi.org/10.1007/s11081-020-09581-0
2009Energy: Vol. 34, Issue 10Mean-risk efficient portfolio analysis of demand response and supply resourcesShi-Jie Deng, Li Xuhttp://dx.doi.org/10.1109/ISGT.2014.6816478
2009Energy Policy: Vol. 37, Issue 12Optimal investment portfolio in renewable energy: The Spanish caseJosé Ignacio Muñoz, Agustín A. Sánchez de la Nieta, Javier Contreras, José L. Bernal-Agustínhttp://dx.doi.org/10.2139/ssrn.3691699
2009SSRN Electronic JournalValuing Fuel Diversification in Optimal Investment Policies for Electricity Generation PortfoliosMalte Sunderkötter, Christoph Weberhttp://dx.doi.org/10.2139/ssrn.1657055
2009Human and Ecological Risk Assessment: An International Journal: Vol. 15, Issue 2The Application of Cash-Flow-at-Risk to Risk Management in a Deregulated Electricity MarketC. L. Anderson, Matt Davisonhttp://dx.doi.org/10.1007/s10479-022-04969-w
2008Energy Economics: Vol. 30, Issue 4Fuel mix diversification incentives in liberalized electricity markets: A Mean–Variance Portfolio theory approachFabien A. Roques, David M. Newbery, William J. Nuttallhttp://dx.doi.org/10.1016/j.energy.2009.06.055
2008Journal of Banking & Finance: Vol. 32, Issue 10Time-consistency in managing a commodity portfolio: A dynamic risk measure approachHélyette Geman, Steve Ohanahttp://dx.doi.org/10.1109/HICSS.2007.167
2006Naval Research Logistics (NRL): Vol. 53, Issue 7Stochastic programming models for replication of electricity forward contracts for industryRoy H. Kwon, J. Scott Rogers, Sheena Yauhttp://dx.doi.org/10.1109/ISGT.2014.6816477
2005Management Science: Vol. 51, Issue 3The Landscape of Electronic Market DesignG. Anandalingam, Robert W. Day, S. Raghavanhttp://dx.doi.org/10.1016/j.enpol.2023.113586
2005Management Science: Vol. 51, Issue 3Competitive Options, Supply Contracting, and Electronic MarketsD. J. Wu, Paul R. Kleindorferhttp://dx.doi.org/10.1016/B978-0-08-056887-4.00005-6

 

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