Source: https://alexandrestreet.com/publications-2/
Timestamp: 2019-04-23 08:47:13+00:00

Document:
FERNANDES, B. ; FERNANDES, C. ; STREET, A. ; VALLADÃO, D.; “On an Adaptive Black-Litterman Investment Strategy using Conditional Fundamentalist Information: A Brazilian Case Study.” Finance Research Letters, 2018. DOI: 10.1016/j.frl.2018.03.006.
VALLADÃO, D ; VEIGA, A. ; STREET, A.; “A Linear Stochastic Programming Model for Optimal Leveraged Portfolio Selection.” Computational Economics. , v.1, p.1 – 12, 2017.
SOARES, M. P. ; STREET, A. ; VALLADÃO, M. D.; “On the solution variability reduction of Stochastic Dual Dynamic Programming applied to energy planning. European Journal of Operational Research, Volume 258, Issue 2, April 2017, Pages 743-760.
MOREIRA, A.; STREET A. ; POZZO, D.; SAUMA, E.; “Reliable Renewable Generation and Transmission Expansion Planning: Co-Optimizing System’s Resources for Meeting Renewable Targets.” IEEE Transactions on Power Systems. 2016.
COBOS, NOEMI G.; ARROYO, JOSE M.; STREET A. ; “Least-Cost Reserve Offer Deliverability in Day-Ahead Generation Scheduling under Wind Uncertainty and Generation and Network Outages.” IEEE Transactions on Smart Grid. 2016.
PASSOS, A.C. ; STREET, A. ; BARROSO, L. A. ; “A Dynamic Real Option-Based Investment Model for Renewable Energy Portfolios.” IEEE Transactions on Power Systems, May, 2016.
FERNANDES, B. ; STREET, A. ; VALLADÃO, D. , FERNANDES, C. ; “An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets. European Journal of Operational Research. , v.255, p.961 – 970, 2016.
CARDENAS, A. A. ; CARRASCO, M. ; MANCILLA, D. F. ; CARDENAS, R. ; STREET, A. ; “Experimental Parameter Extraction in the Single–Diode Photovoltaic Model via a Reduced–Space Search.” IEEE Transactions on Industrial Electronics, 2016.
Sebastian M. ; Street, A. ; MCKINNON, K. I. M. ; “Risk-averse portfolio selection of renewable electricity generator investments in Brazil: An optimised multi-market commercialisation strategy.” Energy (Oxford), 2016.
MOREIRA, A. ; STREET, A. ; ARROYO, J. M. ; “Energy and reserve scheduling under correlated nodal demand uncertainty: An adjustable robust optimization approach.” International Journal of Electrical Power & Energy Systems, v. 1, p. 1-9, 2015.
TELLES, E. ; LIMA, D. ; STREET, A. ; CONTRERAS, J. ; “Min-Max Long Run Marginal Cost to Allocate Transmission Tariffs for Transmission Users.”Electric Power Systems Research, Vol. 101, pp. 25–35, Aug. 2013.
RIBAS, G. ; HAMACHER, S. ; STREET, A. ; “Optimization under uncertainty of the Integrated Oil Supply Chain using stochastic and robust programming.” Transactions in Operational Research, August 2010.
STREET, A. ; BARROSO, L. A. ; R. Chabar ; A. Mendes ; PEREIRA, M. V. . “Pricing Flexible Natural Gas Supply Contracts Under Uncertainty in Hydrothermal Markets.” IEEE Transactions on Power Systems, v. 23, p. 1009-1017, 2008.
COBOS, N. G.; ARROYO, J. M.; STREET, A.”Ensuring reserve deployment in network-constrained generation scheduling under uncertain nodal net power injections” In: 2016 Power Systems Computation Conference (PSCC), 2016, Genoa.
MOREIRA, A. ; STREET, A. ; ARROYO, J. M. . Energy and Reserve Scheduling under Correlated Nodal Demand Uncertainty: An Adjustable Robust Optimization Approach. In: 18th Power Systems Computation Conference (PSCC 2014), 2014, Wroclaw. IEEE Xplorer Digital Libary, 2014.
SOUTO, M. ; MOREIRA, A. ; VEIGA FILHO, A. ; STREET, A. ; GARCIA, J. ; EPPRECHT, C. . A high-dimensional VARX model to simulate monthly renewable energy supply. Ano: 2014. In: 18th Power Systems Computation Conference (PSCC 2014), 2014, Wroclaw. IEEE Xplorer Digital Libary, 2014.
PASSOS, A. C. ; STREET, A. ; FANZERES, B. ; BRUNO, S. V. B. . A Novel Framework to Define the Premium for Investment in Complementary Renewable Projects. In: 18th Power Systems Computation Conference (PSCC 2014), 2014, Wroclaw. IEEE Xplorer Digital Libary, 2014.
FANZERES, B. ; STREET, A. ; BARROSO, L. A. . Contracting Strategies for Generation Companies with Ambiguity Aversion on Spot Price Distribution. In: 18th Power Systems Computation Conference (PSCC 2014), 2014, Wroclaw. IEEE Xplorer Digital Libary, 2014.
STREET, A. ; FANZERES, B. ; Lima, D. ; GARCIA, J. ; FREIRE, L. ; RAJAGOPAL, R. . Mecanismo de Realocação de Energia Renovável: Uma Nova Proposta para Fontes Alternativas. In: XXII SNPTEE SEMINÁRIO NACIONAL DE PRODUÇÃO E TRANSMISSÃO DE ENERGIA ELÉTRICA (SNPTEE 2013), 2013, Brasília. ANAIS DO XXII SNPTEE SEMINÁRIO NACIONAL DE PRODUÇÃO E TRANSMISSÃO DE ENERGIA ELÉTRICA, 2013.
STREET, A. ; VEIGA FILHO, A. ; Lima, D. ; MOREIRA, A. ; FANZERES, B. ; GARCIA, J. . Simulação da Geração de Usinas Renováveis Coerentes com os Cenários de Operação do Sistema Elétrico Brasileiro. In: XXII SNPTEE SEMINÁRIO NACIONAL DE PRODUÇÃO E TRANSMISSÃO DE ENERGIA ELÉTRICA (SNPTEE 2013), 2013, Brasília. ANAIS DO XXII SNPTEE SEMINÁRIO NACIONAL DE PRODUÇÃO E TRANSMISSÃO DE ENERGIA ELÉTRICA, 2013.
FANZERES, B. ; STREET, A. ; Lima, D. ; FREIRE, L. ; VEIGA FILHO, A. ; “Comercialização de Energia Eólica no Ambiente Livre: Desafios e Soluções Inovadoras.” ANAIS DO XII SIMPÓSIO DE ESPECIALISTAS EM PLANEJAMENTO DA OPERAÇÃO E EXPANSÃO ELÉTRICA, Rio de Janeiro, 2012.
A. Street, D. Lima, A. Veiga, B.F. Santos, L. Freire, B. Amaral, “Fostering Wind Power Penetration into the Brazilian Forward-Contract Market”, IEEE PES General Meeting 2012, San Diego, California, July 2012.
B. Fanzeres, A. Street, “Cálculo da Curva de Disposição a Contratar de Geradores Hidrelétricos: Uma Abordagem Robusta ao Preço de Curto-Prazo”, SNPTEE 2011, Florianópolis, Santa Catarina, Brasil, 2011.
FREIRE, L. ; STREET, A. ; LIMA, D. ; “Sharing Quotas of a Renewable Energy Hedge Pool: A Cooperative Game Theory Approach “, IEEE PowerTech, 2011, Trondheim, Norway.
STREET, A. ; BARROSO, L. A. ; GRANVILLE, S. ; PEREIRA, M. V. ; “Bidding strategy under uncertainty for risk-averse generator companies in a long-term forward contract auction.” In: Power & Energy Society General Meeting, 2009., 2009, Calgary. Power & Energy Society General Meeting, 2009. PES ’09. IEEE. Calgary, Alberta, Canada. : IEEE, 2009. p. 1-8.
BARROSO, L. A. ; STREET, A. ; GRANVILLE, S. ; BEZERRA, B. ; “Bidding Strategies in Auctions for Long-Term Electricity Supply Contracts for New Capacity”. In: IEEE – PES 2008 General Meeting, 2008, Pittsburgh, Pennsylvania, USA.
STREET, A. ; “On the Conditional Value-at-Risk Probability Dependent Utility Function: a relativistic pricing point of view”. In: XIII International Conference on the Foundations and Applications of Utility (FUR 2008), Risk and Decision Theory, 2008, Barcelona, Spain.
SOARES, L. ; STREET, A. ; LINO, P. ; BARROSO, L. A. ; GRANVILLE, S. . “Precificação e Seleção de Novos Empreendimentos de Geração no Setor Elétrico Brasileiro: Um Enfoque Risco Retorno”. In: XIX Seminário Nacional de Produção e Transmissão de Energia Elétrica – XIX SNPTEE, 2007, Rio de Janeiro. Anais do XIX Seminário Nacional de Produção e Transmissão de Energia Elétrica, 2007.
MENDES ; STREET, A. ; BARROSO, L. A. ; CHABAR, R. ; PEREIRA, M. V. ; BERNARDO BEZERRA ; VEIGA FILHO, A. . “Impactos Derivados da Criação de um Mercado Flexível de Gás Natural no Brasil”. In: XIX Seminário Nacional de Produção e Transmissão de Energia Elétrica – XIX SNPTEE, 2007, Rio de Janeiro. Anais do XIX Seminário Nacional de Produção e Transmissão de Energia Elétrica, 2007.
BEZERRA B. ; BARROSO, L. A. ; GRANVILLE, S. ; GUIMARÃES A. ; STREET, A. ; PEREIRA, M. V. . “Energy Call Options Auctions for Generation Adequacy in Brazil”. In: IEEE – 2006 PES General Meeting, 2006, Montreìal, Queìbec Canada. 2006 PES General Meeting – Innovation and Reinvestment in Power Infrastructure, 2006.
STREET, A. ; VEIGA FILHO, A. ; BARROSO, L. A. ; PEREIRA, M. V. ; GRANVILLE, S. . “Estratégias de Atuação de Agentes Geradores sob Incerteza em Leilões de Contratos de Energia Elétrica”. In: XVIII SNPTEE – Seminário Nacional de Produção e Transmissão de Energia Elétrica, 2005, Curitiba. Anais do XVIII SNPTEE, 2005.
PORRUA, F. ; SCHUCH, G. ; BARROSO, L. A. ; STREET, A. ; JUNQUEIRA, M. ; GRANVILLE, S. . “Assessment of Transmission Congestion Price Risk and Hedging In the Brazilian Electricity Market”. In: 2nd CIGRE / IEEE PES International Symposium, 2005, San Antonio USA. Congestion Management in a Market Environment, 2005.

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