Francisco J Nogales

Francisco J Nogales

Universidad Carlos III de Madrid - Getafe / Spain
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1135350
Carlos III University of Madrid
person_outline Francisco J Nogales's MOST POPULAR ARTICLES
1-) ARIMA models to predict next-day electricity pricesJ Contreras, R Espinola, FJ Nogales, AJ ConejoIEEE transactions on power systems 18 (3), 1014-1020, 200318912003
2-) Forecasting next-day electricity prices by time series modelsFJ Nogales, J Contreras, AJ Conejo, R EspínolaIEEE Transactions on power systems 17 (2), 342-348, 200212412002
3-) A generalized approach to portfolio optimization: Improving performance by constraining portfolio normsV DeMiguel, L Garlappi, FJ Nogales, R UppalManagement science 55 (5), 798-812, 200910602009
4-) Portfolio selection with robust estimationV DeMiguel, FJ NogalesOperations research 57 (3), 560-577, 20094762009
5-) Price-taker bidding strategy under price uncertaintyAJ Conejo, FJ Nogales, JM ArroyoIEEE Transactions on Power Systems 17 (4), 1081-1088, 20024462002