Publications

Papers published (or accepted) in scientific journals

2019

  • FANZERES, B. ; AHMED, S. ; STREET, A. ; “Robust strategic bidding in auction-based markets.” EUROPEAN JOURNAL OF OPERATIONAL RESEARCH. , v.272, p.1158 – 1172, 2019. DOI: 10.1016/j.ejor.2018.07.027 [Download]

2018

  • COBOS, N. ; ARROYO, J. M. ; ALGUACIL, N. ; STREET, A.; “Robust Energy and Reserve Scheduling under Wind Uncertainty Considering Fast-Acting Generators. IEEE Transactions on Sustainable Energy. p.1-13, 2018. DOI: 10.1109/TSTE.2018.2880919 [Download]
  • COBOS, N. ; ARROYO, J. M. ; ALGUACIL, N. ; STREET, A.;Network-constrained unit commitment under significant wind penetration: A multistage robust approach with non-fixed recourse.” APPLIED ENERGY. , v.232, p.489 – 503, 2018. [Download]

  • HOELTGEBAUM, H. ; STREET, A. ; FERNANDES, C.; “Generating Joint Scenarios for Renewable Generation: The Case for non-Gaussian Models with Time-Varying Parameters.” IEEE Transaction on Power Systems, 2018. DOI: 10.1109/TPWRS.2018.2838050. [Download]
  • 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.

2017

  • MORENO, R. ; STREET, A. ; ARROYO, J. ; MANCARELLA, P.; “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, 2017. [Download]
  • MOREIRA, A. ; STRBAC, G. ; MORENO, R. ; STREET, A. ; KONSTANTELOS, I.; “A Five-Level MILP Model for Flexible Transmission Network Planning under Uncertainty: A Min-Max Regret Approach.” IEEE Transaction on Power Systems, 2017. DOI: 10.1109/TPWRS.2017.2710637
  • VALLADÃO, D ; VEIGA, A. ; STREET, A.; “A Linear Stochastic Programming Model for Optimal Leveraged Portfolio Selection.” Computational Economics. , v.1, p.1 – 12, 2017.

  • STREET, A.; BRIGATTO, A. C. ; VALLADAO, D.; “Co-optimization of Energy and Ancillary Services for Hydrothermal Operation Planning Under a General Security Criterion.” IEEE Transactions on Power Systems, 2017. [Download]
  • BRIGATTO, A. C. ; STREET, A. ; VALLADAO, D.; “Assessing the Cost of Time-Inconsistent Operation Policies in Hydrothermal Power Systems.” IEEE Transactions on Power Systems, 2017. [Download]
  • 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.

2016

  • 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.

2015

  • BRUNO, S. ; AHMED, S. ; SHAPIRO, A. ; STREET, A. ; “Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty.” European Journal of Operational Research (EJOR), 2015. [download]
  • FREIRE, L. ; STREET, A. ; LIMA, D. ; BARROSO, L. A. ; “A Hybrid MILP and Benders Decomposition Approach to Find the Nucleolus Quota Allocation for a Renewable Energy Portfolio.” IEEE Transactions on Power Systems, vol. 30, no. 6, p. 3265-3275, Nov. 2015. [download]
  • 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.

2014

  • AYALA, G. ; STREET, A. ; “Energy and reserve scheduling with post-contingency transmission switching.” Electric Power Systems Research, v. 111, p. 133-140, 2014. [download]
  • FANZERES, B. ; STREET, A. ; BARROSO, L. A. . ; “Contracting Strategies for Renewable Generators: a Hybrid Stochastic and Robust Optimization Approach.” IEEE Transactions on Power Systems, 2014. [download]
  • MOREIRA, A. ; STREET, A. ; ARROYO, J. M. . ; “An Adjustable Robust Optimization Approach for Contingency-Constrained Transmission Expansion Planning.” IEEE Transactions on Power Systems, 2014. [download]
  • RUDLOFF, B. ; STREET, A. ; VALLADÃO, D. ; “On the economic interpretation of time consistent dynamic stochastic programming problems”. European Journal of Operational Research (EJOR), 2014. [download manuscript]
  • STREET, A. ; MOREIRA, A. ; ARROYO, J. ; “Energy and Reserve Scheduling under a Joint Generation and Transmission Security Criterion: An Adjustable Robust Optimization Approach.” IEEE Transactions on Power Systems, Jan. 2014. [download]

2013

  • 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.

2011

  • BARROSO, L. A. ; STREET, A. ; GRANVILLE, S. ; PEREIRA, M. V. ; “Offering Strategies and Simulation of Multi Item Dynamic Auctions of Energy Contracts”. IEEE Transactions on Power Systems, vol.26, no.4, pp. 1917-1928, Nov. 2011. [download]
  • STREET, A. ; OLIVEIRA, F. ; ARROYO, J. ; “Contingency-Constrained Unit Commitment with n-K Security Criterion: A Robust Optimization Approach.” IEEE Transactions on Power Systems, vol. 26, no. 3, pp. 1581-1590, Aug. 2011. [download]

2010

  • 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.

2009

  • STREET, A. ; “On the Conditional Value-at-Risk Probability Dependent Utility Function.” Theory and Decision Journal, 2009. [download]
  • STREET, A. ; BARROSO, L. A. ; FLACH, B. ; PEREIRA, M. ; GRANVILLE, S. ; “Risk Constrained Portfolio Selection of Renewable Sources in Hydrothermal Electricity Markets.” IEEE Transaction on Power Systems, 2009. [download]

2008

  • 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.

Conference papers

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]