Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty
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- Roques, F.A. & Nuttall, W.J. & Newbery, D.M., 2006. "Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty," Cambridge Working Papers in Economics 0650, Faculty of Economics, University of Cambridge.
References listed on IDEAS
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Citations
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Cited by:
- 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.
- Foley, A.M. & Ó Gallachóir, B.P. & Hur, J. & Baldick, R. & McKeogh, E.J., 2010. "A strategic review of electricity systems models," Energy, Elsevier, vol. 35(12), pages 4522-4530.
- Santos, Lúcia & Soares, Isabel & Mendes, Carla & Ferreira, Paula, 2014. "Real Options versus Traditional Methods to assess Renewable Energy Projects," Renewable Energy, Elsevier, vol. 68(C), pages 588-594.
- Chignell, Simon & Gross, Robert J.K., 2013. "Not locked-in? The overlooked impact of new gas-fired generation investment on long-term decarbonisation in the UK," Energy Policy, Elsevier, vol. 52(C), pages 699-705.
- Locatelli, Giorgio & Mancini, Mauro & Lotti, Giovanni, 2020. "A simple-to-implement real options method for the energy sector," Energy, Elsevier, vol. 197(C).
- Brouwer, Anne Sjoerd & van den Broek, Machteld & Özdemir, Özge & Koutstaal, Paul & Faaij, André, 2016. "Business case uncertainty of power plants in future energy systems with wind power," Energy Policy, Elsevier, vol. 89(C), pages 237-256.
- Sunderkötter, Malte & Weber, Christoph, 2012. "Valuing fuel diversification in power generation capacity planning," Energy Economics, Elsevier, vol. 34(5), pages 1664-1674.
- Geissmann, Thomas, 2017. "A probabilistic approach to the computation of the levelized cost of electricity," Energy, Elsevier, vol. 124(C), pages 372-381.
- Muñoz, José Ignacio & Sánchez de la Nieta, Agustín A. & Contreras, Javier & Bernal-Agustín, José L., 2009. "Optimal investment portfolio in renewable energy: The Spanish case," Energy Policy, Elsevier, vol. 37(12), pages 5273-5284, December.
- Jamasb, Tooraj & Nuttall, William J. & Pollitt, Michael, 2008. "The case for a new energy research, development and promotion policy for the UK," Energy Policy, Elsevier, vol. 36(12), pages 4610-4614, December.
- Thiam, Djiby-Racine, 2010. "Renewable decentralized in developing countries: Appraisal from microgrids project in Senegal," Renewable Energy, Elsevier, vol. 35(8), pages 1615-1623.
- Konsta Värri & Sanna Syri, 2019. "The Possible Role of Modular Nuclear Reactors in District Heating: Case Helsinki Region," Energies, MDPI, vol. 12(11), pages 1-24, June.
- Roques, Fabien A., 2008.
"Technology choices for new entrants in liberalized markets: The value of operating flexibility and contractual arrangements,"
Utilities Policy, Elsevier, vol. 16(4), pages 245-253, December.
- Roques, F.A., 2007. "Technology Choices for New Entrants in Liberalised Markets: The Value of Operating Flexibility and Contractual Arrangements," Cambridge Working Papers in Economics 0759, Faculty of Economics, University of Cambridge.
- Madlener, Reinhard & Wenk, Christioph, 2008. "Efficient Investment Portfolios for the Swiss Electricity Supply Sector," FCN Working Papers 2/2008, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
- Vithayasrichareon, Peerapat & Riesz, Jenny & MacGill, Iain F., 2015. "Using renewables to hedge against future electricity industry uncertainties—An Australian case study," Energy Policy, Elsevier, vol. 76(C), pages 43-56.
- Locatelli, Giorgio & Mancini, Mauro, 2010. "Small-medium sized nuclear coal and gas power plant: A probabilistic analysis of their financial performances and influence of CO2 cost," Energy Policy, Elsevier, vol. 38(10), pages 6360-6374, October.
- 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.
- Daniel Ziegler & Katrin Schmitz & Christoph Weber, 2012. "Optimal electricity generation portfolios," Computational Management Science, Springer, vol. 9(3), pages 381-399, August.
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More about this item
Keywords
investment; uncertainty; Monte-Carlo simulation; operating flexibility;All these keywords.
JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- L94 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Electric Utilities
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