Improvements to Modern Portfolio Theory based models applied to electricity systems
Gabriel Malta Castro, Claude Klöckl, Peter Regner, Johannes Schmidt, Amaro Olimpio Pereira
| Year of publication: |
2022
|
|---|---|
| Authors: | Castro, Gabriel Malta ; Klöckl, Claude ; Regner, Peter ; Schmidt, Johannes ; Pereira, Amaro Olimpio |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 111.2022, p. 1-16
|
| Subject: | CVaR | Diversification | Optimization | Portfolio selection | Renewable energy sources | Portfolio-Management | Erneuerbare Energie | Renewable energy | Theorie | Theory | Elektrizitätswirtschaft | Electric power industry | Diversifikation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106047 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013350155