This paper deals with the problem of defining efficient portfolios of electricity production assets using the Portfolio Theory, that is to say, by applying the return-risk analysis not to a single asset (e.g. a power station, a wind farm, a combined cycle gas plant), but to the set of...

This paper deals with the problem of defining efficient portfolios of electricity production assets using the Portfolio Theory, that is to say, by applying the return-risk analysis not to a single asset (e.g. a power station, a wind farm, a combined cycle gas plant), but to the set of...