A load factor based mean-variance analysis for fuel diversification
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
- 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.
- 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.
- Shimon Awerbuch, 2006. "Portfolio-Based Electricity Generation Planning: Policy Implications For Renewables And Energy Security," Mitigation and Adaptation Strategies for Global Change, Springer, vol. 11(3), pages 693-710, May.
- Costello, Ken, 2005. "A Perspective on Fuel Diversity," The Electricity Journal, Elsevier, vol. 18(4), pages 28-47, May.
- Boris Krey & Peter Zweifel, 2006. "Efficient Electricity Portfolios for Switzerland and the United States," SOI - Working Papers 0602, Socioeconomic Institute - University of Zurich.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- repec:eee:rensus:v:74:y:2017:i:c:p:602-615 is not listed on IDEAS
- Marrero, Gustavo A. & Ramos-Real, Francisco Javier, 2010.
"Electricity generation cost in isolated system: The complementarities of natural gas and renewables in the Canary Islands,"
Renewable and Sustainable Energy Reviews,
Elsevier, vol. 14(9), pages 2808-2818, December.
- Gustavo A. Marrero & Francisco Javier Ramos-Real, 2010. "Electricity generation cost in isolated system: the complementarities of natural gas and renewables in the Canary Islands," Working Papers 2010-17, FEDEA.
- Matthew Dornan & Frank Jotzo, 2012.
"Renewable Technologies and Risk Mitigation in Small Island Developing States (SIDS): Fiji’s Electricity Sector,"
Development Policy Centre Discussion Papers
1213, Development Policy Centre, Crawford School of Public Policy, The Australian National University.
- Matthew Dornan & Frank Jotzo, 2012. "Renewable Technologies and Risk Mitigation in Small Island Developing States (SIDS): Fiji's Electricity Sector," Crawford School Research Papers 1201, Crawford School of Public Policy, The Australian National University.
- Chuang, Ming Chih & Ma, Hwong Wen, 2013. "Energy security and improvements in the function of diversity indices—Taiwan energy supply structure case study," Renewable and Sustainable Energy Reviews, Elsevier, vol. 24(C), pages 9-20.
- Vithayasrichareon, Peerapat & MacGill, Iain F., 2013. "Assessing the value of wind generation in future carbon constrained electricity industries," Energy Policy, Elsevier, vol. 53(C), pages 400-412.
- Gustavo A. Marrero & Luis A. Puch & Francisco Javier Ramos-Real, 2010. "Riesgo y costes medios en la generación de electricidad: diversificación e implicaciones de política energética," Economic Reports 13-2010, FEDEA.
- Delarue, Erik & De Jonghe, Cedric & Belmans, Ronnie & D'haeseleer, William, 2011. "Applying portfolio theory to the electricity sector: Energy versus power," Energy Economics, Elsevier, vol. 33(1), pages 12-23, January.
- repec:eee:rensus:v:82:y:2018:i:p3:p:3323-3332 is not listed on IDEAS
- Malte SunderkÃ¶tter & 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.
- Ge, Fenglong & Fan, Ying, 2013. "Quantifying the risk to crude oil imports in China: An improved portfolio approach," Energy Economics, Elsevier, vol. 40(C), pages 72-80.
- Sunderkötter, Malte & Weber, Christoph, 2012. "Valuing fuel diversification in power generation capacity planning," Energy Economics, Elsevier, vol. 34(5), pages 1664-1674.
- Min, Daiki & Chung, Jaewoo, 2013. "Evaluation of the long-term power generation mix: The case study of South Korea's energy policy," Energy Policy, Elsevier, vol. 62(C), pages 1544-1552.
- Tietjen, Oliver & Pahle, Michael & Fuss, Sabine, 2016. "Investment risks in power generation: A comparison of fossil fuel and renewable energy dominated markets," Energy Economics, Elsevier, vol. 58(C), pages 174-185.
- Dornan, Matthew & Jotzo, Frank, 2015. "Renewable technologies and risk mitigation in small island developing states: Fiji’s electricity sector," Renewable and Sustainable Energy Reviews, Elsevier, vol. 48(C), pages 35-48.
- Vithayasrichareon, Peerapat & MacGill, Iain F., 2012. "A Monte Carlo based decision-support tool for assessing generation portfolios in future carbon constrained electricity industries," Energy Policy, Elsevier, vol. 41(C), pages 374-392.
- Inzunza, Andrés & Moreno, Rodrigo & Bernales, Alejandro & Rudnick, Hugh, 2016. "CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation," Energy Economics, Elsevier, vol. 59(C), pages 104-117.
- Lappi, Pauli & Ollikka, Kimmo & Ollikainen, Markku, 2010. "Optimal fuel-mix in CHP plants under a stochastic permit price: Risk-neutrality versus risk-aversion," Energy Policy, Elsevier, vol. 38(2), pages 1079-1086, February.
- Glasnovic, Zvonimir & Margeta, Jure, 2011. "Vision of total renewable electricity scenario," Renewable and Sustainable Energy Reviews, Elsevier, vol. 15(4), pages 1873-1884, May.
- repec:eee:rensus:v:82:y:2018:i:p3:p:3808-3823 is not listed on IDEAS
More about this item
KeywordsFuel diversity Mean variance Fuel selection Energy risk management Portfolio choice;
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:31:y:2009:i:2:p:249-256. 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.