Fuel mix diversification incentives in liberalized electricity markets: A Mean-Variance Portfolio theory approach
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Awerbuch, Shimon, 2000. "Investing in photovoltaics: risk, accounting and the value of new technology," Energy Policy, Elsevier, vol. 28(14), pages 1023-1035, November.
- 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.
- Green, Richard, 2002. "Retail Competition and Electricity Contracts," Royal Economic Society Annual Conference 2002 93, Royal Economic Society.
- Bar-Lev, Dan & Katz, Steven, 1976. "A Portfolio Approach to Fossil Fuel Procurement in the Electric Utility Industry," Journal of Finance, American Finance Association, vol. 31(3), pages 933-947, June.
- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
- Richard Green, 2008.
"Carbon Tax or Carbon Permits: The Impact on Generators Risks,"
The Energy Journal,
International Association for Energy Economics, vol. 0(Number 3), pages 67-90.
- Richard Green, 2007. "Carbon Tax or Carbon Permits: The Impact on Generators' Risks," Discussion Papers 07-02, Department of Economics, University of Birmingham.
- Fabien A. Roques & William J. Nuttall & David M. Newbery & Richard de Neufville & Stephen Connors, 2006.
"Nuclear Power: A Hedge against Uncertain Gas and Carbon Prices?,"
The Energy Journal,
International Association for Energy Economics, vol. 0(Number 4), pages 1-24.
- Roques, F.A. & Nuttall, W.J. & Newbery, D.M. & de Neufville, R., 2005. "Nuclear Power: a Hedge against Uncertain Gas and Carbon Prices?," Cambridge Working Papers in Economics 0555, Faculty of Economics, University of Cambridge.
- David M. Newbery, 2008.
"Climate Change Policy and Its Effect on Market Power in the Gas Market,"
Journal of the European Economic Association,
MIT Press, vol. 6(4), pages 727-751, June.
- Newbery, D., 2006. "Climate change policy and its effect on market power in the gas market," Cambridge Working Papers in Economics 0606, Faculty of Economics, University of Cambridge.
- Neuhoff, Karsten & De Vries, Laurens, 2004.
"Insufficient incentives for investment in electricity generations,"
Elsevier, vol. 12(4), pages 253-267, December.
- Neuhoff, K. & de Vries, L., 2004. "'Insufficient Incentives for Investment in Electricity Generation’," Cambridge Working Papers in Economics 0428, Faculty of Economics, University of Cambridge.
- H. Brett Humphreys & Katherine T. McClain, 1998. "Reducing the Impacts of Energy Price Volatility Through Dynamic Portfolio Selection," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 107-131.
- Awerbuch, Shimon, 1995. "Market-based IRP: It's easy!!!," The Electricity Journal, Elsevier, vol. 8(3), pages 50-67, April.
- Wiser, Ryan & Bachrach, Devra & Bolinger, Mark & Golove, William, 2004. "Comparing the risk profiles of renewable and natural gas-fired electricity contracts," Renewable and Sustainable Energy Reviews, Elsevier, vol. 8(4), pages 335-363, August.
- Pogue, G A, 1970. "An Extension of the Markowitz Portfolio Selection Model to Include Variable Transactions' Costs, Short Sales, Leverage Policies and Taxes," Journal of Finance, American Finance Association, vol. 25(5), pages 1005-1027, December.
- Boris Krey & Peter Zweifel, 2006. "Efficient Electricity Portfolios for Switzerland and the United States," SOI - Working Papers 0602, Socioeconomic Institute - University of Zurich.
- Chen, Andrew H Y & Jen, Frank C & Zionts, Stanley, 1971. "The Optimal Portfolio Revision Policy," The Journal of Business, University of Chicago Press, vol. 44(1), pages 51-61, January.
- Paul R. Kleindorfer & Lide Li, 2005. "Multi-Period VaR-Constrained Portfolio Optimization with Applications to the Electric Power Sector," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 1-26.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:eneeco:v:30:y:2008:i:4:p:1831-1849. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/eneco .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.