We review a recently introduced stochastic Levelized Cost of Electricity (LCOE) technique for optimizing multi-asset risky energy portfolios, and extend it using improved dynamics and a new set of risk measures.
Thermal and Nuclear Energy Portfolio Selection using stochastic LCOE risk measures
lucheroni, carlo;
2015-01-01
Abstract
We review a recently introduced stochastic Levelized Cost of Electricity (LCOE) technique for optimizing multi-asset risky energy portfolios, and extend it using improved dynamics and a new set of risk measures.File in questo prodotto:
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Wroclaw 2015 abstract_book.pdf
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