An interval-based stochastic dominance approach for decision making in forward contracts of electricity market

作者：Movahed Jamshidi; Hamed Kebriaei; Mohammad Kazem Sheikh El Eslami

来源：Energy, 2018, 158: 383-395.

DOI：10.1016/j.energy.2018.06.050

• Stochastic dominance
• Prospect stochastic dominance
• Conditional value at risk

Abstract(#br)virtually, all decisions in financial markets are made in the presence of uncertainty. Stochastic dominance is a well-known concept that is broadly implemented for decision making under uncertainty. Thanks to the advantages of this approach, a decision maker is able to exploit available...

• 出版日期2018