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Modelling the impact of different permit allocation rules on optimal power plant portfolios
Weber, Christoph; Vogel, Philip; Woll, Oliver - 2007
The electricity generation mix of many European countries is strongly dominated by fossil fuelled power plants. Given that CO2-emissions are responsible for a major part of the anthropogenic greenhouse effect, emission trading has been introduced in the EU in 2005. Under the European emissions...
Persistent link: https://www.econbiz.de/10010425878
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Modeling the Impact of Different Permit Allocation Rules on Optimal Power Plant Portfolios
Vogel, Philip - 2010
Persistent link: https://www.econbiz.de/10013139407
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Valuing fuel diversification in optimal investment policies for electricity generation portfolios
Sunderkoetter, Malte; Weber, Christoph - 2009
-Variance Portfolio (MVP) theory provides a consistent framework to valuate financial risks in power generation portfolios that allows to … peak-load pricing and MVP theory to derive optimal portfolios consisting of an arbitrary number of plant technologies given …
Persistent link: https://www.econbiz.de/10010425868
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Mean-variance optimization of power generation portfolios under uncertainty in the merit order
Sunderkötter, Malte; Weber, Christoph - 2011
available for serving system demand. While the classical peak load pricing theory derives the efficient portfolio structure from …-variance portfolio (MVP) theory and analytically discuss possible solution cases and important optimality properties. We examine the …
Persistent link: https://www.econbiz.de/10010429439
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Portfolio optimization for power plants : the impact of credit risk mitigation and margining
Lang, Joachim; Madlener, Reinhard - 2010
Persistent link: https://www.econbiz.de/10008901654
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Valuing fuel diversification in power generation capacity planning
Sunderkötter, Malte; Weber, Christoph - In: Energy economics 34 (2012) 5, pp. 1664-1674
Persistent link: https://www.econbiz.de/10009687965
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Risk management of power portfolios and valuation of flexibility
Doege, Jörg; Schiltknecht, Philippe; Lüthi, Hans-Jakob - In: OR spectrum : quantitative approaches in management 28 (2006) 2, pp. 267-287
Persistent link: https://www.econbiz.de/10003299566
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Optimal oil production : a portfolio approach
Levy, Haim; Cohen, Allon - In: Journal of energy finance & development 1 (1996) 2, pp. 133-165
Persistent link: https://www.econbiz.de/10001256425
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Simultanes Asset-Liability-Management : eine Betrachtung in der Sprache der Produktions- und Kostentheorie
Nickel, Andreas - In: Zeitschrift für die gesamte Versicherungswissenschaft … 86 (1997) 1, pp. 37-58
Persistent link: https://www.econbiz.de/10001218822
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The impact of cost allocation errors on price and product-mix decisions
Homburg, Carsten; Nasev, Julia; Plank, Philipp - In: Review of quantitative finance and accounting 51 (2018) 2, pp. 497-527
Persistent link: https://www.econbiz.de/10012037129