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Extension of portfolio theory application to energy planning problem – The Italian case

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  1. M, Jisma & Mohan, Vivek & Thomas, Mini Shaji & Madhu M, Nimal, 2022. "Risk-Calibrated conventional-renewable generation mix using master-slave portfolio approach guided by flexible investor preferencing," Energy, Elsevier, vol. 245(C).
  2. Paulino Martinez-Fernandez & Fernando deLlano-Paz & Anxo Calvo-Silvosa & Isabel Soares, 2019. "Assessing Renewable Energy Sources for Electricity (RES-E) Potential Using a CAPM-Analogous Multi-Stage Model," Energies, MDPI, vol. 12(19), pages 1-20, September.
  3. Li, Qiang & Chai, Shanglei & Chen, Siyuan, 2025. "Optimizing China's power mix under heterogeneous risk preferences: Roles of carbon pricing, energy storage, and CCS toward 2060," Energy, Elsevier, vol. 325(C).
  4. Gal, Nurit & Milstein, Irena & Tishler, Asher & Woo, C.K., 2019. "Investment in electricity capacity under fuel cost uncertainty: Dual-fuel and a mix of single-fuel technologies," Energy Policy, Elsevier, vol. 126(C), pages 518-532.
  5. Franki, Vladimir & Višković, Alfredo, 2015. "Energy security, policy and technology in South East Europe: Presenting and applying an energy security index to Croatia," Energy, Elsevier, vol. 90(P1), pages 494-507.
  6. deLlano-Paz, Fernando & Martínez Fernandez, Paulino & Soares, Isabel, 2016. "Addressing 2030 EU policy framework for energy and climate: Cost, risk and energy security issues," Energy, Elsevier, vol. 115(P2), pages 1347-1360.
  7. deLlano-Paz, Fernando & Calvo-Silvosa, Anxo & Iglesias Antelo, Susana & Soares, Isabel, 2015. "The European low-carbon mix for 2030: The role of renewable energy sources in an environmentally and socially efficient approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 48(C), pages 49-61.
  8. Turkson, Charles & Liu, Wenbin & Acquaye, Adolf, 2024. "A data envelopment analysis based evaluation of sustainable energy generation portfolio scenarios," Applied Energy, Elsevier, vol. 363(C).
  9. Fernando deLlano-Paz & Juan José Cartelle-Barros & Paulino Martínez-Fernández, 2024. "Application of modern portfolio theory to the European electricity mix: an assessment of environmentally optimal scenarios," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(6), pages 15001-15029, June.
  10. Shahriari, Mehdi & Blumsack, Seth, 2018. "The capacity value of optimal wind and solar portfolios," Energy, Elsevier, vol. 148(C), pages 992-1005.
  11. Paulino Martinez-Fernandez & Fernando deLlano-Paz & Anxo Calvo-Silvosa & Isabel Soares, 2018. "Pollutant versus non-pollutant generation technologies: a CML-analogous analysis," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 20(1), pages 199-212, December.
  12. Rui Guo & Dongkun Luo & Xu Zhao & Jianliang Wang, 2016. "Integrated Evaluation Method-Based Technical and Economic Factors for International Oil Exploration Projects," Sustainability, MDPI, vol. 8(2), pages 1-19, February.
  13. Cassidy K. Buhler & Hande Y. Benson, 2023. "Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and Sparsification," Papers 2306.12639, arXiv.org.
  14. Shakouri, Mahmoud & Lee, Hyun Woo & Choi, Kunhee, 2015. "PACPIM: New decision-support model of optimized portfolio analysis for community-based photovoltaic investment," Applied Energy, Elsevier, vol. 156(C), pages 607-617.
  15. deLlano-Paz, Fernando & Calvo-Silvosa, Anxo & Antelo, Susana Iglesias & Soares, Isabel, 2017. "Energy planning and modern portfolio theory: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 77(C), pages 636-651.
  16. Al-Amir, Jawaher & Abu-Hijleh, Bassam, 2013. "Strategies and policies from promoting the use of renewable energy resource in the UAE," Renewable and Sustainable Energy Reviews, Elsevier, vol. 26(C), pages 660-667.
  17. Baglivo, Cristina & Congedo, Paolo Maria & D'Agostino, Delia & Zacà, Ilaria, 2015. "Cost-optimal analysis and technical comparison between standard and high efficient mono-residential buildings in a warm climate," Energy, Elsevier, vol. 83(C), pages 560-575.
  18. Mantas Svazas & Valentinas Navickas & Yuriy Bilan & László Vasa, 2022. "The Features of the Shadow Economy Impact’ on Biomass Energy Sector," Energies, MDPI, vol. 15(8), pages 1-16, April.
  19. Lai, Shuying & Qiu, Jing & Tao, Yuechuan & Zhao, Junhua, 2021. "Risk hedging for gas power generation considering power-to-gas energy storage in three different electricity markets," Applied Energy, Elsevier, vol. 291(C).
  20. Forouli, Aikaterini & Gkonis, Nikolaos & Nikas, Alexandros & Siskos, Eleftherios & Doukas, Haris & Tourkolias, Christos, 2019. "Energy efficiency promotion in Greece in light of risk: Evaluating policies as portfolio assets," Energy, Elsevier, vol. 170(C), pages 818-831.
  21. Ioannou, Anastasia & Angus, Andrew & Brennan, Feargal, 2017. "Risk-based methods for sustainable energy system planning: A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 74(C), pages 602-615.
  22. de-Llano Paz, Fernando & Antelo, Susana Iglesias & Calvo Silvosa, Anxo & Soares, Isabel, 2014. "The technological and environmental efficiency of the EU-27 power mix: An evaluation based on MPT," Energy, Elsevier, vol. 69(C), pages 67-81.
  23. Pérez Odeh, Rodrigo & Watts, David & Negrete-Pincetic, Matías, 2018. "Portfolio applications in electricity markets review: Private investor and manager perspective trends," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P1), pages 192-204.
  24. Zhang, Shuang & Zhao, Tao & Xie, Bai-Chen, 2018. "What is the optimal power generation mix of China? An empirical analysis using portfolio theory," Applied Energy, Elsevier, vol. 229(C), pages 522-536.
  25. Shakouri, Mahmoud & Lee, Hyun Woo & Kim, Yong-Woo, 2017. "A probabilistic portfolio-based model for financial valuation of community solar," Applied Energy, Elsevier, vol. 191(C), pages 709-726.
  26. Vithayasrichareon, Peerapat & MacGill, Iain F., 2012. "Portfolio assessments for future generation investment in newly industrializing countries – A case study of Thailand," Energy, Elsevier, vol. 44(1), pages 1044-1058.
  27. Lijing Zhang & Shuke Fu & Jiali Tian & Jiachao Peng, 2022. "A Review of Energy Industry Chain and Energy Supply Chain," Energies, MDPI, vol. 15(23), pages 1-21, December.
  28. Guerrero-Lemus, Ricardo & Marrero, Gustavo A. & Puch, Luis A., 2012. "Costs for conventional and renewable fuels and electricity in the worldwide transport sector: A mean–variance portfolio approach," Energy, Elsevier, vol. 44(1), pages 178-188.
  29. Jylhä, Kirsti & Kämäräinen, Matti & Fortelius, Carl & Gregow, Hilppa & Helander, Juho & Hyvärinen, Otto & Johansson, Milla & Karppinen, Ari & Korpinen, Anniina & Kouznetsov, Rostislav & Kurzeneva, Eka, 2018. "Recent meteorological and marine studies to support nuclear power plant safety in Finland," Energy, Elsevier, vol. 165(PA), pages 1102-1118.
  30. Maier, Sebastian & Street, Alexandre & McKinnon, Ken, 2016. "Risk-averse portfolio selection of renewable electricity generator investments in Brazil: An optimised multi-market commercialisation strategy," Energy, Elsevier, vol. 115(P1), pages 1331-1343.
  31. Zeng, Ximei & Zhou, Zhongbao & Gong, Yeming & Liu, Wenbin, 2022. "A data envelopment analysis model integrated with portfolio theory for energy mix adjustment: Evidence in the power industry," Socio-Economic Planning Sciences, Elsevier, vol. 83(C).
  32. Chamorro, José M. & Abadie, Luis M. & de Neufville, Richard & Ilić, Marija, 2012. "Market-based valuation of transmission network expansion. A heuristic application in GB," Energy, Elsevier, vol. 44(1), pages 302-320.
  33. Wu, Jung-Hua & Huang, Yun-Hsun, 2014. "Electricity portfolio planning model incorporating renewable energy characteristics," Applied Energy, Elsevier, vol. 119(C), pages 278-287.
  34. Kitzing, Lena, 2014. "Risk implications of renewable support instruments: Comparative analysis of feed-in tariffs and premiums using a mean–variance approach," Energy, Elsevier, vol. 64(C), pages 495-505.
  35. 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.
  36. Cristofari, C. & Storai, C. & Canaletti, J.L., 2014. "Development policy to increase the competitiveness of renewable energy-sector companies in a territory like Corsica (France)," Renewable and Sustainable Energy Reviews, Elsevier, vol. 32(C), pages 61-66.
  37. Ilka Deluque & Ekundayo Shittu & Jonathan Deason, 2018. "Evaluating the reliability of efficient energy technology portfolios," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, vol. 6(1), pages 115-138, June.
  38. Pérez Odeh, Rodrigo & Watts, David & Flores, Yarela, 2018. "Planning in a changing environment: Applications of portfolio optimisation to deal with risk in the electricity sector," Renewable and Sustainable Energy Reviews, Elsevier, vol. 82(P3), pages 3808-3823.
  39. Kashanian, Motahareh & Pishvaee, Mir Saman & Sahebi, Hadi, 2020. "Sustainable biomass portfolio sourcing plan using multi-stage stochastic programming," Energy, Elsevier, vol. 204(C).
  40. Lana V. L. Costa-Silva & Vinicio S. Almeida & Felipe M. Pimenta & Giovanna T. Segantini, 2017. "Time Span does Matter for Offshore Wind Plant Allocation with Modern Portfolio Theory," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 7(3), pages 188-193.
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