VaR constrained hedging of fixed price load-following obligations in competitive electricity markets. - Yumi Oum; Shmuel S. Oren (Risk Decis. Anal., 2009)

Optimal Static Hedging of Volumetric Risk in a Competitive Wholesale Electricity Market. - Yumi Oum; Shmuel S. Oren (Decis. Anal., 2010)