J
John R. Birge
Researcher at University of Chicago
Publications - 243
Citations - 14487
John R. Birge is an academic researcher from University of Chicago. The author has contributed to research in topics: Stochastic programming & Stochastic optimization. The author has an hindex of 47, co-authored 235 publications receiving 13404 citations. Previous affiliations of John R. Birge include University of Michigan & Auburn University.
Papers
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The Structural Impact of Renewable Portfolio Standards and Feed-in-Tariffs on Electricity Markets
TL;DR: In this paper, the authors quantitatively compare RPS, FIT and market premia (MP) schemes by assessing their future impact on electricity prices, on generation portfolios and security of supply as well as on carbon emissions.
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Index tracking and enhanced indexation using a parametric approach
Luis Chavez-Bedoya,John R. Birge +1 more
TL;DR: In this article, the authors formulate an index tracking and enhanced indexation model using a parametric approach, where portfolio weights are modeled as functions of assets characteristics and similarity measures of the assets with the index to track.
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Refining bounds for stochastic linear programs with linearly transformed independent random variables
John R. Birge,Stein W. Wallace +1 more
TL;DR: It is shown how bounds on the recouse (second-stage) problem can be found by working directly on the independent stochastic variables instead of the right-hand side elements.
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Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market
TL;DR: Using a panel of credit default swap (CDS) spreads and supply chain links, this paper observed that both favorable and unfavorable credit shocks propagate through supply chains in the CDS market.