Optimal capacity allocation for investments in electricity generation assets can be deterministically derived by …-Variance Portfolio (MVP) theory provides a consistent framework to valuate financial risks in power generation portfolios that allows to … perspective. Because existing literature on MVP applications in electricity generation markets uses predominantly numerical …

bank to hold consists of electricity delivering assets. Electricity delivering assets don't need to be physical assets such … of electricity from power producers. Electricity delivering assets can hold their economic value more effectively than … advocates a portfolio of diversified electricity delivering assets that offers more social benefits than gold and retains …

In this article we discuss welfare-optimal capacity allocation of different electricity generation technologies … 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 …

portfolio structure in the market. We show that risk-averse electricity market agents who receive a managerial profit share may …

Optimal capacity allocation for investments in electricity generation assets can be deterministically derived by …‐Variance Portfolio (MVP) theory provides a consistent framework to valuate financial risks in power generation portfolios that allows to … perspective.Because existing literature on MVP applications in electricity generation markets uses predominantly numerical methods …

In this article we discuss welfare‐optimal capacity allocation of different electricity generation technologies … 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 …

portfolio structure in the market. We show that risk-averse electricity market agents who receive a managerial profit share may …

In principle, portfolio optimization in electricity markets can make use of the standard mean-variance model going back … to Markowitz. Yet a key restriction in most electricity markets is the limited liquidity. Therefore the standard model …