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Empirical evaluation of the efficiency of the Iberian power futures market
Iberian power futures market market efficiency forward risk premium
2009/8/25
Average risk premia have been positive in power and natural gas markets but negative in oil and coal markets. Different hypotheses are tested regarding increasing volatility with maturity and regardin...
Variations in the efficiency of a mathematical programming solver according to the order of the constraints in the model
mixed integer linear mathematical programming response time variability problem combinatorial optimization
2009/8/25
It is well-known that the efficiency of mixed integer linear mathematical programming depends on the model (formulation) used. With the same mathematical programming solver, a given problem can be sol...