Similar Search Results

Analysis of carbon mitigation policies : feed-in tariffs, energy and carbon price interactions and competitive distortions on carbon markets

Reichenbach, Johanna - 2011

Persistent link: https://www.econbiz.de/10009267785

Windfall gains and stock market participation

Briggs, Joseph; Cesarini, David; Lindqvist, Erik; … - In: Journal of financial economics 139 (2021) 1, pp. 57-83

Persistent link: https://www.econbiz.de/10012650224

Portfolio theory and electricity forward markets

Michalovský, Michal; Paholok, Igor - In: European financial and accounting journal : EFAJ 6 (2011) 1, pp. 76-103

Bessembinder and Lemon (2002) is reviewed in our essay through the Markowitz portfolio theory. Unlike in the B-L model, where the … variance of the spot price has a strictly negative relationship to the risk premium, it is shown that the portfolio theory …

Persistent link: https://www.econbiz.de/10011459962

The value of forecasts : quantifying the economic gains of accurate quarter-hourly electricity price forecasts

Kath, Christopher; Ziel, Florian - In: Energy economics 76 (2018), pp. 411-423

Persistent link: https://www.econbiz.de/10011976692

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

Perfect competition vs. riskaverse agents : technology portfolio choice in electricity markets

Sunderkötter, Malte; Ziegler, Daniel; Weber, Christoph - 2013

Investments in power generation assets are risky due to high construction costs and long asset lifetimes. Technology diversification in generation portfolios represents one option to reduce long-term investment risks for risk-averse decision makers. In this article, we analyze the impact of...

Persistent link: https://www.econbiz.de/10010433600