Krey, Boris; Zweifel, Peter - 2006
Switzerland and the United States. Expected returns are given by the (negative of the) rate of increase of power generation cost … Nuclear, Run of river, Storage hydro and Solar in the case of Switzerland, and Coal, Nuclear, Gas, Oil, and Wind in the case … estimation (SURE) method is applied for filtering out the systematic component of the covariance matrix of the cost changes …