Juan C. Vera

activity

20072023

most citedComputing near-optimal Value-at-Risk portfolios using Integer Programming techniques

22 citations · 79 across the 19 of their papers we have counts for

collaborators

Showing 2020Show all

2 papers · 1 filter

q-fin.MF2020

Static Hedging of Weather and Price Risks in Electricity Markets

Javier Pantoja Robayo, Juan C. Vera

We present the closed-form solution to the problem of hedging price and quantity risks for energy retailers (ER), using financial instruments based on electricity price and weather…

math.OC2020★ 1 cited

The maximum $k$ -colorable subgraph problem and related problems

Renata Sotirov, Olga Kuryatnikova, Juan Vera

The maximum $k$ -colorable subgraph (M $k$ CS) problem is to find an induced $k$ -colorable subgraph with maximum cardinality in a given graph. This paper is an in-depth analysis of th…

Static Hedging of Weather and Price Risks in Electricity Markets

The maximum k-colorable subgraph problem and related problems

The maximum $k$ -colorable subgraph problem and related problems