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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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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
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Valuing Fuel Diversification in Optimal Investment Policies for Electricity Generation Portfolios
Sunderkötter, Malte - 2011
‐Variance Portfolio (MVP) theory provides a consistent framework to valuate financial risks in power generation portfolios that allows to …‐load pricing and MVP theory to derive optimal portfolios consisting of an arbitrary number of plant technologies given uncertain …
Persistent link: https://www.econbiz.de/10013133126
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Mean-Variance Optimization of Power Generation Portfolios Under Uncertainty in the Merit Order
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/10013119677
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Perfect Competition vs. Riskaverse Agents : Technology Portfolio Choice in Electricity Markets
Sunderkötter, Malte - 2015
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/10013035555
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Five essays in energy economics
Krey, Boris B. - 2008
Persistent link: https://www.econbiz.de/10003853155
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Efficient electricity portfolios for the United States and Switzerland : an investor view
Krey, Boris B.; Zweifel, Peter - 2008
This study applies financial portfolio theory to determine efficient electricity-generating technology portfolios for … electricity markets. -- efficiency frontier ; energy ; electricity ; portfolio theory ; Seemingly Unrelated Regression Estimation …
Persistent link: https://www.econbiz.de/10003892462
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Efficient electricity generating portfolios for Europe : maximising energy security and climate change mitigation
Awerbuch, Shimon; Yang, Spencer - In: EIB papers 12 (2007) 2, pp. 8-37
Persistent link: https://www.econbiz.de/10003513693
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Efficient provision of electricity for the United States and Switzerland
Krey, Boris B.; Widmer, Philippe K.; Zweifel, Peter - 2011
Persistent link: https://www.econbiz.de/10009492160
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Efficient electricity generating portfolios for Europe : maximising energy security and climate change mitigation
Awerbuch, Shimon; Yang, Spencer - In: EIB papers 12 (2007) 2, pp. 8-37
This paper applies portfolio-theory optimisation concepts from the field of finance to produce an expository evaluation …
Persistent link: https://www.econbiz.de/10011497557