Publications

Papers published (or accepted) in scientific journals

Submitted work can be found on the LAMPS website (go to LAMPS publications)

2025 (not necessarily updated)

  • Brigatto, A., Street, A., Fernandes, C., Valladão, D., Bodin, G., & Garcia, J. D. (2025). Assessing the optimistic bias in the natural inflow forecasts: A call for model monitoring in Brazil. IEEE Transactions on Energy Markets, Policy and Regulation.
  • Street, A., Moreira, A., Arroyo, J. M., Alguacil, N., & Barroso, L. (2025). Robustness: The missing ingredient in generation scheduling. IEEE Power and Energy Magazine, 23(3), 31–43.
  • Waga, M., Valladão, D., & Street, A. (2025). Robust portfolio optimization meets Arbitrage Pricing Theory. European Journal of Operational Research.
  • Garcia, J. D., Street, A., & Pereira, M. V. (2025). Long-term hydrothermal bid-based market simulator. IEEE Transactions on Energy Markets, Policy and Regulation.

2024

  • Dias Garcia, J., Street, A., Homem-de-Mello, T., Muñoz, F. D. (2024). Application-driven learning: A closed-loop prediction and optimization approach applied to dynamic reserves and demand forecasting. Operations Research.
  • Street, A., Fanzeres, B., Carvalho, G. (2024). Managing renewable energy risk in the Brazilian forward market: The impact of hourly hedging. IEEE Transactions on Energy Markets, Policy, and Regulation.
  • Street, A., Prescott, P. (2024). On the regulatory and economic incentives for renewable hybrid power plants in Brazil. Energy Economics.
  • Moreira, A., Piancó, F., Fanzeres, B., Street, A., Jiang, R., Zhao, C., Heleno, M. (2024). Distribution system operation amidst wildfire-prone climate conditions under decision-dependent line availability uncertainty. IEEE Transactions on Power Systems.
  • Barbosa, M. F., Street, A., Fanzeres, B. (2024). A tailored derivative instrument to mitigate the price-and-quantity risk faced by wind power companies. Energy Economics, 136, 107676.
  • Rodrigues, M., Street, A., Arroyo, J. M. (2024). Multistage day-ahead scheduling of energy and reserves. Electric Power Systems Research.

2023

  • Jiménez, D., Angulo, A., Street, A., Mancilla-David, F. (2023). A closed-loop data-driven optimization framework for the unit commitment problem: A learning approach under real-time operation. Applied Energy, 330, 120348.
  • Ribeiro, R., Street, A., Mancilla-David, F., Angulo, A. (2023). Equivalent reduced DC network models with nonlinear load functions: A data-driven approach. IEEE Transactions on Power Systems, 1, 1-11.
  • Dias Garcia, J. M. L., Bodin, G., Street, A. (2023). Modeling and solving bilevel optimization problems in Julia. INFORMS Journal on Computing, 1, 1-9.
  • Nazare, F., Street, A. (2023). Solving multistage stochastic linear programming via regularized linear decision rules: An application to hydrothermal dispatch planning. European Journal of Operational Research, 309, 345-358.
  • Ribeiro, L., Street, A., Valladão, D., Freire, A. C., Barroso, L. A. (2023). Technical and economical aspects of wholesale electricity markets: An international comparison and main contributions for improvements in Brazil. Electric Power Systems Research, 220, 109364.

2022

  • Street, A., Da Silva, A. L., Fernandes, C., Milhorance, A., Telles, E., Bodin, G., Saavedra, R. (2022). Methods for optimal risk-averse demand contracting strategy in distribution companies: A Brazilian case study. Electric Power Systems Research.
  • Vilaça, P., Street, A., Colmenar, J. M. (2022). A MILP-based heuristic algorithm for transmission expansion planning problems. Electric Power Systems Research, 208, 1-15.
  • Gamboa, C. A., Valladão, D. M., Street, A. (2022). On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems. Optimization Letters.
  • Ruas, M., Street, A., Fernandes, C. (2022). A multi-quantile regression time series model with interquantile Lipschitz regularization for wind power probabilistic forecasting. Electric Power Systems Research, 209, 107973.
  • Dietze, M., Chavarry, I., Freire, A. C., Valladão, D., Street, A., Fleten, S. E. (2022). A novel semiparametric structural model for electricity forward curves. IEEE Transactions on Power Systems.
  • Soares, A., Street, A., Andrade, T., Dias Garcia, J. (2022). An integrated progressive hedging and benders decomposition with multiple master method to solve the Brazilian generation expansion problem. IEEE Transactions on Power Systems.
  • Alvarado, D., Moreno, R., Street, A., Panteli, M., Mancarella, P., Strbac, G. (2022). Co-optimizing substation hardening and transmission expansion against earthquakes: A decision-dependent probability approach. IEEE Transactions on Power Systems, 1, 1-13.
  • Aranha, A. S., Street, A., Fernandes, C., Granville, S. (2022). Risk-constrained optimal dynamic trading strategies under short- and long-term uncertainties. IEEE Transactions on Power Systems.
  • Sepulveda, J., Angulo, A., Mancilla-David, F., Street, A. (2022). Robust co-optimization of droop and affine policy parameters in active distribution systems with high penetration of photovoltaic generation. IEEE Transactions on Smart Grid.

2021

  • Medeiros, M. C., Street, A., Valladão, D., Vasconcelos, G., Zilberman, E. (2021). Short-term COVID-19 forecast for latecomers. International Journal of Forecasting.
  • Rosemberg, A., Street, A., Dias, G. J., Valladão, D., Silva, T., Dowson, O. (2021). Assessing the cost of network simplifications in long-term hydrothermal dispatch planning models. IEEE Transactions on Sustainable Energy.
  • Gamboa, C., Valladão, D., Street, A., Homem-de-Mello, T. (2021). Decomposition methods for Wasserstein-based data-driven distributionally robust problems. Operations Research Letters.
  • Waga, M., Valladão, D., Street, A., Silva, T. (2021). Disentangling shareholder risk aversion from leverage-dependent borrowing cost on corporate policies. Computational Economics.
  • Moreira, A., Pozo, D., Street, A., Sauma, E., Strbac, G. (2021). Climate-aware generation and transmission expansion planning. European Journal of Operational Research.
  • Saavedra, A., Street, A., Arroyo, J. M. (2021). Unlocking reserves with smart transmission switching. Electric Power Systems Research.

2020

  • Street, A., Valladão, D., Lawson, A., Velloso, A. (2020). Assessing the cost of the hazard-decision simplification in multistage stochastic hydrothermal scheduling. Applied Energy.
  • Fanzeres, B., Street, A., Pozo, D. (2020). A column-and-constraint generation algorithm to find Nash equilibrium in pool-based electricity markets. Electric Power Systems Research, 189.
  • Velloso, A., Pozo, D., Street, A. (2020). Distributionally robust transmission expansion planning: A multi-scale uncertainty approach. IEEE Transactions on Power Systems.
  • Saavedra, A., Street, A., Arroyo, J. M. (2020). Day-ahead contingency-constrained unit commitment with co-optimized post-contingency transmission switching. IEEE Transactions on Power Systems.
  • Mancilla-David, F., Angulo, A., Street, A. (2020). Power management in active distribution systems penetrated by photovoltaic inverters: A data-driven robust approach. IEEE Transactions on Smart Grid.

2019

  • Velloso, A., Street, A., Pozo, D., Arroyo, J. M., Cobos, N. G. (2019). Two-stage robust unit commitment for co-optimized electricity markets: An adaptive data-driven approach for scenario-based uncertainty sets. IEEE Transactions on Sustainable Energy.
  • Cobos, N., Arroyo, J. M., Alguacil, N., Street, A. (2019). Robust energy and reserve scheduling under wind uncertainty considering fast-acting generators. IEEE Transactions on Sustainable Energy, 10(4), 1-10.
  • Fanzeres, B., Ahmed, S., Street, A. (2019). Robust strategic bidding in auction-based markets. European Journal of Operational Research, 272(3), 1-10.

2018

  • Cobos, N., Arroyo, J. M., Alguacil, N., Street, A. (2018). Network-constrained unit commitment under significant wind penetration: A multistage robust approach with non-fixed recourse. Applied Energy, 232, 489-503.
  • Fernandes, B., Fernandes, C., Street, A., Valladão, D. (2018). On an adaptive Black-Litterman investment strategy using conditional fundamentalist information: A Brazilian case study. Finance Research Letters, 27, 201-207.
  • Hoeltgebaum, H., Street, A., Fernandes, C. (2018). Generating joint scenarios for renewable generation: The case for non-Gaussian models with time-varying parameters. IEEE Transactions on Power Systems, 33(6).
  • Valladão, D., Veiga, A., Street, A. (2018). A linear stochastic programming model for optimal leveraged portfolio selection. Computational Economics, 51(4), 1021-1032.
  • Moreira, A., Strbac, G., Moreno, R., Street, A., Konstantelos, I. (2018). A five-level MILP model for flexible transmission network planning under uncertainty: A min-max regret approach. IEEE Transactions on Power Systems, 33(1).

2017

  • Moreno, R., Street, A., Arroyo, J. M., Mancarella, P. (2017). Planning low-carbon electricity systems under uncertainty considering operational flexibility and smart grid technologies. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences.
  • Street, A., Brigatto, A. C., Valladão, D. (2017). Co-optimization of energy and ancillary services for hydrothermal operation planning under a general security criterion. IEEE Transactions on Power Systems, 32(6).
  • Brigatto, A. C., Street, A., Valladão, D. (2017). Assessing the cost of time-inconsistent operation policies in hydrothermal power systems. IEEE Transactions on Power Systems, 32(6).
  • Soares, M. P., Street, A., Valladão, D. M. (2017). On the solution variability reduction of stochastic dual dynamic programming applied to energy planning. European Journal of Operational Research, 258(2), 743-760.
  • Moreira, A., Street, A., Pozo, D., Sauma, E. (2017). Reliable renewable generation and transmission expansion planning: Co-optimizing system’s resources for meeting renewable targets. IEEE Transactions on Power Systems, 32(4).

2016

  • Cobos, N. G., Arroyo, J. M., Street, A. (2016). Least-cost reserve offer deliverability in day-ahead generation scheduling under wind uncertainty and generation and network outages. IEEE Transactions on Smart Grid.
  • Passos, A. C., Street, A., Barroso, L. A. (2016). A dynamic real option-based investment model for renewable energy portfolios. IEEE Transactions on Power Systems.
  • Fernandes, B., Street, A., Valladão, D., Fernandes, C. (2016). An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets. European Journal of Operational Research, 255, 961-970.
  • Cardenas, A. A., Carrasco, M., Mancilla, D. F., Cardenas, R., Street, A. (2016). Experimental parameter extraction in the single-diode photovoltaic model via a reduced-space search. IEEE Transactions on Industrial Electronics.
  • Sebastian, M., Street, A., McKinnon, K. I. M. (2016). Risk-averse portfolio selection of renewable electricity generator investments in Brazil: An optimized multi-market commercialization strategy. Energy.

2015

  • Bruno, S., Ahmed, S., Shapiro, A., Street, A. (2015). Risk-neutral and risk-averse approaches to multistage renewable investment planning under uncertainty. European Journal of Operational Research.
  • Freire, L., Street, A., Lima, D., Barroso, L. A. (2015). A hybrid MILP and benders decomposition approach to find the nucleolus quota allocation for a renewable energy portfolio. IEEE Transactions on Power Systems, 30(6), 3265-3275.
  • Moreira, A., Street, A., Arroyo, J. M. (2015). Energy and reserve scheduling under correlated nodal demand uncertainty: An adjustable robust optimization approach. International Journal of Electrical Power & Energy Systems, 1, 1-9.

2014

  • Ayala, G., Street, A. (2014). Energy and reserve scheduling with post-contingency transmission switching. Electric Power Systems Research, 111, 133-140.
  • Fanzeres, B., Street, A., Barroso, L. A. (2014). Contracting strategies for renewable generators: A hybrid stochastic and robust optimization approach. IEEE Transactions on Power Systems.
  • Moreira, A., Street, A., Arroyo, J. M. (2014). An adjustable robust optimization approach for contingency-constrained transmission expansion planning. IEEE Transactions on Power Systems.
  • Rudloff, B., Street, A., Valladão, D. (2014). On the economic interpretation of time-consistent dynamic stochastic programming problems. European Journal of Operational Research.
  • Street, A., Moreira, A., Arroyo, J. M. (2014). Energy and reserve scheduling under a joint generation and transmission security criterion: An adjustable robust optimization approach. IEEE Transactions on Power Systems.

2013

  • Telles, E., Lima, D., Street, A., Contreras, J. (2013). Min-max long-run marginal cost to allocate transmission tariffs for transmission users. Electric Power Syste

2011

  • Barroso, L. A., Street, A., Granville, S., Pereira, M. V. (2011). Offering strategies and simulation of multi-item dynamic auctions of energy contracts. IEEE Transactions on Power Systems, 26(4), 1917-1928.
  • Street, A., Oliveira, F., Arroyo, J. M. (2011). Contingency-constrained unit commitment with n-K security criterion: A robust optimization approach. IEEE Transactions on Power Systems, 26(3), 1581-1590.

2010

  • Ribas, G., Hamacher, S., Street, A. (2010). Optimization under uncertainty of the integrated oil supply chain using stochastic and robust programming. Transactions in Operational Research.

2009

  • Street, A. (2009). On the conditional value-at-risk probability dependent utility function. Theory and Decision Journal.
  • Street, A., Barroso, L. A., Flach, B., Pereira, M., Granville, S. (2009). Risk-constrained portfolio selection of renewable sources in hydrothermal electricity markets. IEEE Transactions on Power Systems.

2008

  • Street, A., Barroso, L. A., Chabar, R., Mendes, A., Pereira, M. V. (2008). Pricing flexible natural gas supply contracts under uncertainty in hydrothermal markets. IEEE Transactions on Power Systems, 23, 1009-1017.

Conference papers

2022

  • STREET, A.; SILVA, A. L. ; FERNANDES, C. A. C. ; MILHORANCE, A. ; TELLES, E. ; BODIN, GUILHERME ; SAAVEDRA, RAPHAEL . Methods for Optimal Risk-Averse Demand Contracting Strategy in Distribution Companies: A Brazilian Case Study. In: XXII Power Systems Computation Conference, 2022, Porto. XXII Power Systems Computation Conference, 2022.
  • CARVALHO, G. P. ; B. Fanzeres ; VALLADAO, D. M. . DESENHO E PRECIFICAÇÃO DE CONTRATOS EM BASE HORÁRIA PARA HEDGE INTRADIÁRIO DE FONTES RENOVÁVEIS. In: XXVI Snptee – Seminário Nacional de Produção e Transmissão Energia Életrica, 2022, Rio de Janeiro. XXVI Snptee – Seminário Nacional de Produção e Transmissão Energia Életrica, 2022.
  • GARCIA, J. ; A. Street ; HOMEM-DE-MELLO, TITO ; MUNOZ, F. . OTIMIZAÇÃO DA PREVISÃO DE DEMANDA E REQUISITO DE RESERVA: UM NOVO MODELO DE APRENDIZADO DE MÁQUINAS DIRIGIDO PELA APLICAÇÃO. In: XXVI Snptee – Seminário Nacional de Produção e Transmissão Energia Életrica, 2022, Rio de Janeiro. XXVI Snptee – Seminário Nacional de Produção e Transmissão Energia Életrica, 2022.
  • MONTEIRO, M. ; STREET, A. ; CHAVARRY, I. ; FREIRE, A. C. ; FERNANDES, C. A. C. ; VALLADAO, D. M. ; BODIN, GUILHERME . FERRAMENTA COMPUTACIONAL PARA MODELAGEM E PREVISÃO PROBABILÍSTICA DE CURVAS FORWARD DE ELETRICIDADE. In: XXVI Snptee – Seminário Nacional de Produção e Transmissão Energia Életrica, 2022, Rio de Janeiro. XXVI Snptee – Seminário Nacional de Produção e Transmissão Energia Életrica, 2022.

2020

  • FANZERES, B.; STREET, A.; POZO, DAVID, A Column-and-Constraint Generation Algorithm to Find Nash Equilibrium in Pool-Based Electricity Markets In: 21st Power Systems Computation Conference (PSCC), 2020, Porto.
  • SAAVEDRA, R.; STREET, A.; ARROYO, JOSE M. Unlocking Reserves with Smart Transmission Switching In: 21st Power Systems Computation Conference (PSCC), 2020, Porto.

2019

  • TELLES, E. ; STREET, A. ; MILHORANCE, A. ; SILVA, A. L. . Contratação do uso do sistema de transmissão com aversão a risco considerando incertezas das redes elétricas. In: XXV Seminário Nacional de Produção e Transmissão de Energia Elétrica (SNPTEE), 2019, Belo Horizonte. XXV Seminário Nacional de Produção e Transmissão de Energia Elétrica, 2019.
  • BODIN, G. ; SAAVEDRA, R. ; STREET, A. ; FERNANDES, C. A. C. . Método de geração de cenários de longo prazo para a carga horária. In: XXV Seminário Nacional de Produção e Transmissão de Energia Elétrica (SNPTEE), 2019, Belo Horizonte. XXV Seminário Nacional de Produção e Transmissão de Energia Elétrica, 2019.
  • CARVALHO, E. ; STREET, A. . Um modelo de unit commitment para o Programa Diário da Operação Eletroenergética do SIN cootimizada da energia e reserva de potência sob um critério N-K. In: XXV Seminário Nacional de Produção e Transmissão de Energia Elétrica (SNPTEE), 2019, Belo Horizonte. XXV Seminário Nacional de Produção e Transmissão de Energia Elétrica, 2019.

2018

  • POZO, DAVID ; STREET, ALEXANDRE ; VELLOSO, ALEXANDRE . An Ambiguity-Averse Model for Planning the Transmission Grid Under Uncertainty on Renewable Distributed Generation. In: 2018 Power Systems Computation Conference (PSCC), 2018, Dublin. 2018 Power Systems Computation Conference (PSCC), 2018. v. 1. p. 1.
  • SAAVEDRA, R. ; BODIN, G. ; TELLES, E. ; SILVA, T. ; MILHORANCE, A. ; FERNANDES, C. A. C. ; STREET, A. ; SILVA, A. L. . Simulando Cenários de Demanda em Baixa e Alta Frequência em um Framework Unificado ? Parte I: Simulação em Baixa Frequência. In: 50º SBPO ? Simpósio Brasileiro de Pesquisa Operacional, 2018, Rio de Janeiro. Anais do L SBPO, 2018.
  • BODIN, G. ; SAAVEDRA, R. ; TELLES, E. ; SILVA, T. ; MILHORANCE, A. ; FERNANDES, C. A. C. ; STREET, A. ; SILVA, A. L. . Simulando Cenários de Demanda em Baixa e Alta Frequência em um Framework Unificado ? Parte II: Simulação em Alta Frequência. In: 50º SBPO ? Simpósio Brasileiro de Pesquisa Operacional, 2018, Rio de Janeiro. Anais do L SBPO, 2018.
  • TELLES, E. ; SAAVEDRA, R. ; BODIN, G. ; SILVA, T. ; MILHORANCE, A. ; FERNANDES, C. A. C. ; STREET, A. ; SILVA, A. L. . Estratégia de Contratação do Uso do Sistema de Transmissão com Aversão a Risco. In: 50º SBPO ? Simpósio Brasileiro de Pesquisa Operacional, 2018, Rio de Janeiro. Anais do L SBPO, 2018.
  • MILHORANCE, A. ; SILVA, N. S. M. ; TELLES, E. ; SILVA, A. L. ; STREET, A. . CONTRATAÇÃO ÓTIMA DOS MONTANTES DE USO DO SISTEMA DE TRANSMISSÃO VIA EQUIVALENTES ESTÁTICOS FLEXÍVEIS E FLUXO DE POTÊNCIA ESTOCÁSTICO. In: XXII Congresso Brasileiro de Automática, 2018, João Pessoa, 2018.

2017

  • BRIGATTO, A.; STREET, A.; VALLADÃO, D. “Cootimização de Energia e Serviços Ancilares no Planejamento da Operação de Sistemas Hidrotérmicos”. IN: XXIV SNPTEE, SEMINÁRIO NACIONAL DE PRODUÇÃO E TRANSMISSÃO DE ENERGIA ELÉTRICA, Outubro de 2017, Curitiba – PR. [download]

 2016

  • 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.

2015

  • SAAVEDRA, R. ; GARCIA, J. ; STREET, A. ; VEIGA, A. ; BRIGATTO, A. ; FANZERES, B. ; MARIN, C. ; LIMA, D. ; FREIRE, L. ; SOUTO, M. ; “Construção de Séries de Produção Eólica de Longo Prazo a Partir de um Curto Histórico Observado.” In: XXIII SNPTEE, 2015, Foz do Iguaçu, Ouc. 2015. [download]

2014

  • 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.

2013

  • 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.

2012

  • 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.

2011

  • 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. ; OLIVEIRA, F. ; ARROYO, J. ; “ENERGY AND RESERVE SCHEDULING UNDER AN N-K SECURITY CRITERION VIA ROBUST OPTIMIZATION.” 17th Power Systems Computation Conference (PSCC), 2011, Stockholm, Sweden. [Download]

2009

  • 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.

2008

  • 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. ; BARROSO, L. A. ; FLACH, B. C. ; PEREIRA, M. V. ; GRANVILLE, S. ; “Risk Constrained Portfolio Selection of Renewable Sources in Hydrothermal Electricity Markets”. In: International Conference on Engineering Optimization, 2008, Rio de Janeiro, RJ, Brazil
  • 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.

2007

  • 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.

2006

  • 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.

2005

  • 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.

PhD Thesis and MSc Dissertation

DSc (PhD) Thesis (2008) [Download]

MSc Dissertation (2004) [Download]