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.
Stochastic LCOE for Optimal Electricity Generation Portfolio Selection
LUCHERONI, Carlo
Primo
;
2014-01-01
Abstract
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.File in questo prodotto:
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