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Search: subject:"mean variance portfolio theory"
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mean-variance portfolio theory
8
fuel mix diversification
6
peak load pricing
6
power plant investments
6
Portfolio-Management
4
Electric power industry
3
Elektrizitätswirtschaft
3
Portfolio selection
3
Theorie
3
Theory
3
Electricity
2
Electricity price
2
Elektrizität
2
Energiepreis
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Energiesubstitution
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Energy price
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Energy substitution
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Kraftwerk
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Power plant
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Australia
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Australien
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Diversification
1
Diversifikation
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Efficiency Frontier
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Electricity market
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Electricity supply
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Elektrizitätsversorgung
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Energieversorgung
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Förderung erneuerbarer Energien
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Herfindahl-Hirschman Index (HH)
1
Konzentrationsindex
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Mean-Variance Portfolio Theory
1
Power Generation
1
Renewable energy policy
1
Schweiz
1
Seemingly Unrelated Regression Estimations (SURE)
1
Shannon-Wiener Index (SW)
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Solar energy
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Sonnenenergie
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Book / Working Paper
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Working Paper
5
Graue Literatur
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English
8
Undetermined
3
Author
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Weber, Christoph
6
Sunderkoetter, Malte
3
Sunderkötter, Malte
3
Roques, Fabien
2
Berkelaar, A.B.
1
Chyong, Chi Kong
1
Hiroux, Céline
1
Jansen, B.
1
Krey, Boris
1
Li, Carmen A.
1
Liu, M
1
Reiner, David M.
1
Roos, K.
1
Saguan, Marcelo
1
Terlaky, T.
1
Wu, FF
1
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Fachbereich Wirtschaftswissenschaften, Universität Duisburg-Essen
2
Erasmus University Rotterdam, Econometric Institute
1
Robert Schuman Centre for Advanced Studies (RSCAS), European University Institute
1
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EWL Working Paper
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EWL Working Papers
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RePEc
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ECONIS (ZBW)
3
EconStor
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BASE
1
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A portfolio approach to wind and solar deployment in Australia
Chyong, Chi Kong
;
Li, Carmen A.
;
Reiner, David M.
; …
-
2020
Persistent link: https://www.econbiz.de/10013205503
Saved in:
2
Mean-Variance optimization of power generation portfolios under uncertainty in the merit order
Sunderkötter, Malte
;
Weber, Christoph
-
2011
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 a deterministic marginal production cost curve ("merit...
Persistent link: https://www.econbiz.de/10010420947
Saved in:
3
Mean-Variance optimization of power generation portfolios under uncertainty in the merit order
Sunderkötter, Malte
;
Weber, Christoph
-
Fachbereich Wirtschaftswissenschaften, Universität …
-
2011
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 a deterministic marginal production cost curve ("merit...
Persistent link: https://www.econbiz.de/10011156754
Saved in:
4
Mean-variance optimization of power generation portfolios under uncertainty in the merit order
Sunderkötter, Malte
;
Weber, Christoph
-
2011
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 a deterministic marginal production cost curve ("merit...
Persistent link: https://www.econbiz.de/10010429439
Saved in:
5
Valuing fuel diversification in optimal investment policies for electricity generation portfolios
Sunderkoetter, Malte
;
Weber, Christoph
-
2009
Optimal capacity allocation for investments in electricity generation assets can be deterministically derived by comparing technology specific long-term and short-term marginal costs. In an uncertain market environment, Mean-Variance Portfolio (MVP) theory provides a consistent framework to...
Persistent link: https://www.econbiz.de/10010420940
Saved in:
6
Optimal Wind Power Deployment in Europe - a Portfolio Approach
Roques, Fabien
;
Hiroux, Céline
;
Saguan, Marcelo
-
Robert Schuman Centre for Advanced Studies (RSCAS), …
-
2009
(Austria, Denmark, France, Germany, and Spain) and applies
Mean-Variance
Portfolio
theory
to identify cross-country portfolios …
Persistent link: https://www.econbiz.de/10005042579
Saved in:
7
Valuing fuel diversification in optimal investment policies for electricity generation portfolios
Sunderkoetter, Malte
;
Weber, Christoph
-
Fachbereich Wirtschaftswissenschaften, Universität …
-
2009
Optimal capacity allocation for investments in electricity generation assets can be deterministically derived by comparing technology specific long-term and short-term marginal costs. In an uncertain market environment, Mean-Variance Portfolio (MVP) theory provides a consistent framework to...
Persistent link: https://www.econbiz.de/10008597078
Saved in:
8
Valuing fuel diversification in optimal investment policies for electricity generation portfolios
Sunderkoetter, Malte
;
Weber, Christoph
-
2009
Optimal capacity allocation for investments in electricity generation assets can be deterministically derived by comparing technology specific long-term and short-term marginal costs. In an uncertain market environment, Mean-Variance Portfolio (MVP) theory provides a consistent framework to...
Persistent link: https://www.econbiz.de/10010425868
Saved in:
9
Scope of electricity efficiency improvement in Switzerland until 2035
Krey, Boris
-
2008
This study uses Markowitz
mean-variance
portfolio
theory
with forecasted data for the years 2005 to 2035 to determine …
Persistent link: https://www.econbiz.de/10010315520
Saved in:
10
Managing Price Risk in a Multimarket Environment
Liu, M
;
Wu, FF
-
2006
of each market in order to maximize the Genco's profit and minimize the associated risk. Based on the
mean-variance
…
portfolio
theory
, this paper proposes a sequential optimization approach to electric energy allocation between spot and contract …
Persistent link: https://www.econbiz.de/10009471526
Saved in:
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