← All authors Alexandre Street Pontifícia Universidade Católica do Rio de Janeiro (per OpenAlex) · ORCID · OpenAlex
53 papers in scope · 53 published · 1 on the econ.EM arXiv · 2,190 citations · h-index 27 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Zifeng Zhao Xiaofeng Shao Feiyu Jiang Eduardo Zilberman Gabriel Vasconcelos Ke Zhu Dong Li Christoph Hanck Till Massing Marcelo C. Medeiros Zhoufan Zhu Yumin Cheng Cheng Yu Wai Keung Li Jiayuan Zhou Yeonwoo Rho Henrique F. Pires Elynn Chen Carsten Jentsch Abdul-Nasah Soale Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 53)
A novel framework for probabilistic forecasting of electricity forward curves
published 2026 · Energy Economics
with Marina Dietze, Davi Valladão, Stein-Erik Fleten
Robustness: The Missing Ingredient in Generation Scheduling
published 2025 · IEEE Power and Energy Magazine · 2 citations
with Alexandre Moreira, José M. Arroyo, Natalia Alguacil, Luiz Barroso
Robust portfolio optimization meets Arbitrage Pricing Theory
published 2025 · European Journal of Operational Research · 1 citations
with Mateus Waga, Davi Valladão
Long-Term Hydrothermal Bid-Based Market Simulator
published 2025 · IEEE Transactions on Energy Markets Policy and Regulation · 3 citations · first circulated 2024
with Joaquim Dias Garcia, M.V.F. Pereira
Managing Renewable Energy Risk in the Brazilian Forward Market: The Impact of Hourly Hedging
published 2024 · IEEE Transactions on Energy Markets Policy and Regulation · 3 citations
with Bruno Fanzeres, Gustavo Carvalho
On the regulatory and economic incentives for renewable hybrid power plants in Brazil
published 2024 · Energy Economics · 5 citations
with Pedro Prescott
Application-Driven Learning: A Closed-Loop Prediction and Optimization Approach Applied to Dynamic Reserves and Demand Forecasting
published 2024 · Operations Research · 24 citations · first circulated 2021
with Joaquim Dias Garcia, Tito Homem-de-Mello, Francisco D. Muñoz
Multistage day-ahead scheduling of energy and reserves
published 2024 · Electric Power Systems Research
with Mariana Rodrigues, José M. Arroyo
A Tailored Derivative Instrument to Mitigate the Price-and-Quantity Risk Faced by Wind Power Companies
published 2024 · Energy Economics · 2 citations
with Maria de Fatima Lacerda Barbosa, Bruno Fanzeres
Distribution System Operation Amidst Wildfire-Prone Climate Conditions Under Decision-Dependent Line Availability Uncertainty
published 2024 · IEEE Transactions on Power Systems · 15 citations · first circulated 2023
with Alexandre Moreira, Felipe Piancó, Bruno Fanzeres, Ruiwei Jiang, Chaoyue Zhao, Miguel Heleno
Code and Data Repository for BilevelJuMP.jl: modeling and solving bilevel optimization problems in Julia
published 2023 · INFORMS journal on computing · 8 citations · first circulated 2022
with Joaquim Dias Garcia, Guilherme Bodin
Equivalent Reduced DC Network Models With Nonlinear Load Functions: A Data-Driven Approach
published 2023 · IEEE Transactions on Power Systems · 1 citations
with Raul C. Ribeiro, Fernando Mancilla-David, Alejandro Angulo
published 2022 · European Journal of Operational Research · 8 citations · first circulated 2021
A closed-loop data-driven optimization framework for the unit commitment problem: A Q-learning approach under real-time operation” [APEN [120348] 330 B
published 2022 · Applied Energy · 10 citations
with Diego Jiménez, Alejandro Angulo, Fernando Mancilla-David
A Novel Semiparametric Structural Model for Electricity Forward Curves
published 2022 · IEEE Transactions on Power Systems · 6 citations
with Marina Dietze, Iago Chávarry, Ana Carolina Freire, Davi Valladão, Stein-Erik Fleten
Methods for optimal risk-averse demand contracting strategy in distribution companies: A Brazilian case study
published 2022 · Electric Power Systems Research · 4 citations
with Armando M. Leite da Silva, Cristiano Fernandes, André Milhorance, Érica Telles, Guilherme Bodin, Raphael Saavedra
Co-Optimizing Substation Hardening and Transmission Expansion Against Earthquakes: A Decision-Dependent Probability Approach
published 2022 · IEEE Transactions on Power Systems · 32 citations
with Diego Alexander Garzón Alvarado, Rodrigo Moreno, Mathaios Panteli, Pierluigi Mancarella, Goran Štrbac
Risk-Constrained Optimal Dynamic Trading Strategies Under Short-and Long-Term Uncertainties
published 2022 · IEEE Transactions on Power Systems · 14 citations
with Ana Sofia Aranha, Cristiano Fernandes, S. Granville
Robust Co-Optimization of Droop and Affine Policy Parameters in Active Distribution Systems With High Penetration of Photovoltaic Generation
published 2022 · IEEE Transactions on Smart Grid · 14 citations
with Juan Sepulveda, Alejandro Angulo, Fernando Mancilla-David
A multi-quantile regression time series model with interquantile lipschitz regularization for wind power probabilistic forecasting
published 2022 · Electric Power Systems Research · 4 citations · first circulated 2020
with Marcelo Ruas, Cristiano Fernandes
An Integrated Progressive Hedging and Benders Decomposition With Multiple Master Method to Solve the Brazilian Generation Expansion Problem
published 2022 · IEEE Transactions on Power Systems · 1 citations · first circulated 2021
with Alessandro Soares, Tiago Andrade, Joaquim Dias Garcia, Alessandro Cury Soares, Tiago Gomes de Andrade
published 2021 · International Journal of Forecasting · 3 citations
Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies
published 2021 · Computational Economics · 1 citations
with Mateus Waga, Davi Valladão, Thuener Silva
Climate‐aware generation and transmission expansion planning: A three‐stage robust optimization approach
published 2021 · European Journal of Operational Research · 49 citations
with Alexandre Moreira, David Pozo, Enzo Sauma, Goran Štrbac
Assessing the cost of the Hazard-Decision simplification in multistage stochastic hydrothermal scheduling
published 2020 · Applied Energy · 19 citations
with Davi Valladão, André Lawson, Alexandre Velloso
Day-Ahead Contingency-Constrained Unit Commitment With Co-Optimized Post-Contingency Transmission Switching
published 2020 · IEEE Transactions on Power Systems · 51 citations
with Raphael Saavedra, José M. Arroyo
Distributionally Robust Transmission Expansion Planning: A Multi-Scale Uncertainty Approach
published 2020 · IEEE Transactions on Power Systems · 67 citations
with Alexandre Velloso, David Pozo
Power Management in Active Distribution Systems Penetrated by Photovoltaic Inverters: A Data-Driven Robust Approach
published 2019 · IEEE Transactions on Smart Grid · 42 citations
with Fernando Mancilla-David, Alejandro Angulo
Network-constrained unit commitment under significant wind penetration: A multistage robust approach with non-fixed recourse
published 2018 · Applied Energy · 56 citations
with Noemi G. Cobos, José M. Arroyo, Natalia Alguacil
Robust strategic bidding in auction-based markets
published 2018 · European Journal of Operational Research · 46 citations
with Bruno Fanzeres, Shabbir Ahmed
Generating Joint Scenarios for Renewable Generation: The Case for Non-Gaussian Models With Time-Varying Parameters
published 2018 · IEEE Transactions on Power Systems · 39 citations
with Henrique Hoeltgebaum, Cristiano Fernandes
On an adaptive Black–Litterman investment strategy using conditional fundamentalist information: A Brazilian case study
published 2018 · Finance research letters · 16 citations
with Betina Fernandes, Cristiano Fernandes, Davi Valladão
A Five-Level MILP Model for Flexible Transmission Network Planning Under Uncertainty: A Min–Max Regret Approach
published 2017 · IEEE Transactions on Power Systems · 71 citations
with Alexandre Moreira, Goran Štrbac, Rodrigo Moreno, Ioannis Konstantelos
Co-Optimization of Energy and Ancillary Services for Hydrothermal Operation Planning Under a General Security Criterion
published 2017 · IEEE Transactions on Power Systems · 35 citations
with Arthur Brigatto, Davi Valladão
Assessing the Cost of Time-Inconsistent Operation Policies in Hydrothermal Power Systems
published 2017 · IEEE Transactions on Power Systems · 49 citations
with Arthur Brigatto, Davi Valladão
A Linear Stochastic Programming Model for Optimal Leveraged Portfolio Selection
published 2017 · Computational Economics · 12 citations
with Davi Valladão, Álvaro Veiga
Least-Cost Reserve Offer Deliverability in Day-Ahead Generation Scheduling Under Wind Uncertainty and Generation and Network Outages
published 2016 · IEEE Transactions on Smart Grid · 62 citations
with Noemi G. Cobos, José M. Arroyo
Reliable Renewable Generation and Transmission Expansion Planning: Co-Optimizing System's Resources for Meeting Renewable Targets
published 2016 · IEEE Transactions on Power Systems · 219 citations
with Alexandre Moreira, David Pozo, Enzo Sauma
Risk-averse portfolio selection of renewable electricity generator investments in Brazil: An optimised multi-market commercialisation strategy
published 2016 · Energy · 35 citations
with Sebastian Maier, Ken McKinnon
On the solution variability reduction of Stochastic Dual Dynamic Programming applied to energy planning
published 2016 · European Journal of Operational Research · 43 citations · first circulated 2014
with Murilo Pereira Soares, Davi Valladão
An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets
published 2016 · European Journal of Operational Research · 36 citations
with Betina Fernandes, Davi Valladão, Cristiano Fernandes
A Dynamic Real Option-Based Investment Model for Renewable Energy Portfolios
published 2016 · IEEE Transactions on Power Systems · 27 citations
with Aderson Campos Passos, Luiz Barroso
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
published 2015 · European Journal of Operational Research · 99 citations
with Sergio Bruno, Shabbir Ahmed, Alexander Shapiro
A Hybrid MILP and Benders Decomposition Approach to Find the Nucleolus Quota Allocation for a Renewable Energy Portfolio
published 2014 · IEEE Transactions on Power Systems · 44 citations
with L. Freire, Delberis A. Lima, Luiz Barroso
Contracting Strategies for Renewable Generators: A Hybrid Stochastic and Robust Optimization Approach
published 2014 · IEEE Transactions on Power Systems · 93 citations
with Bruno Fanzeres, Luiz Barroso
An Adjustable Robust Optimization Approach for Contingency-Constrained Transmission Expansion Planning
published 2014 · IEEE Transactions on Power Systems · 135 citations
with Alexandre Moreira, José M. Arroyo
Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences
published 2013 · European Journal of Operational Research · 90 citations
with Birgit Rudloff, Davi Valladão
Energy and Reserve Scheduling Under a Joint Generation and Transmission Security Criterion: An Adjustable Robust Optimization Approach
published 2013 · IEEE Transactions on Power Systems · 130 citations
with Alexandre Moreira, José M. Arroyo
Offering Strategies and Simulation of Multi-Item Iterative Auctions of Energy Contracts
published 2011 · IEEE Transactions on Power Systems · 27 citations
with Luiz Barroso, S. Granville, M.V.F. Pereira
Contingency-Constrained Unit Commitment With $n - K$ Security Criterion: A Robust Optimization Approach
published 2010 · IEEE Transactions on Power Systems · 265 citations
with Fabrício Oliveira, José M. Arroyo
Risk Constrained Portfolio Selection of Renewable Sources in Hydrothermal Electricity Markets
published 2009 · IEEE Transactions on Power Systems · 82 citations
with Luiz Barroso, Bruno Flach, M.V.F. Pereira, S. Granville
On the Conditional Value-at-Risk probability-dependent utility function
published 2009 · Theory and Decision · 60 citations
Pricing Flexible Natural Gas Supply Contracts Under Uncertainty in Hydrothermal Markets
published 2008 · IEEE Transactions on Power Systems · 30 citations
with Luiz Barroso, R. Chabar, A.T.S. Mendes, M.V.F. Pereira
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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