Valuing fuel diversification in optimal investment policies for electricity generation portfolios
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- Stirling, Andrew, 1994. "Diversity and ignorance in electricity supply investment : Addressing the solution rather than the problem," Energy Policy, Elsevier, vol. 22(3), pages 195-216, March.
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The Energy Journal, , vol. 27(4), pages 1-24, October.
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Cited by:
- Malte Sunderkötter & Christoph Weber, 2011. "Mean-Variance optimization of power generation portfolios under uncertainty in the merit order," EWL Working Papers 1105, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised Oct 2011.
- Steffen, Bjarne & Weber, Christoph, 2013.
"Efficient storage capacity in power systems with thermal and renewable generation,"
Energy Economics, Elsevier, vol. 36(C), pages 556-567.
- Bjarne Steffen & Christoph Weber, 2011. "Efficient storage capacity in power systems with thermal and renewable generation," EWL Working Papers 1104, University of Duisburg-Essen, Chair for Management Science and Energy Economics, revised Aug 2011.
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More about this item
Keywords
power plant investments; peak load pricing; mean-variance portfolio theory; fuel mix diversification;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- L94 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Electric Utilities
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2010-07-24 (Energy Economics)
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