Title :
Stochastic LCOE for optimal electricity generation portfolio selection
Author :
Lucheroni, Carlo ; Mari, Carlo
Author_Institution :
Sch. of Sci. & Technol., Univ. of Camerino, Camerino, Italy
Abstract :
This paper discusses a recently introduced stochastic LCOE technique for optimizing multi-asset risky energy portfolios, and extends it using an improved dynamics and CVaR as a new interesting risk measure.
Keywords :
costing; investment; power generation economics; risk management; CVaR; investment assessment; investment decisions; levelised cost of energy analysis; multiasset risky energy portfolios; optimal electricity generation portfolio selection; risk measure; stochastic LCOE technique; Coal; Electricity; Investment; Portfolios; Standards; Stochastic processes;
Conference_Titel :
European Energy Market (EEM), 2014 11th International Conference on the
Conference_Location :
Krakow
DOI :
10.1109/EEM.2014.6861243
