Fuel mix diversification incentives in liberalized electricity markets: A Mean-Variance Portfolio theory approach

Energy Economics

Volumn 30, Issue 4, 2008, Pages 1831-1849

  Roques, Fabien A ^a   Newbery, David M ^b   Nuttall, William J ^c  

^a INTERNATIONAL ENERGY AGENCY   (France)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

C15; D81; Electricity and fuel price risks; Fuel mix diversification; L94; Mean Variance Portfolio theory; Monte Carlo simulation

Indexed keywords

COMPUTER SIMULATION; ELECTRIC INDUSTRY; ELECTRIC POWER GENERATION; ELECTRIC POWER SYSTEMS; INDUSTRIAL ECONOMICS; MARKETING; MONTE CARLO METHODS;

DEGREE OF CORRELATION; FUEL MIX DIVERSIFICATION; MEAN-VARIANCE PORTFOLIO OPTIMIZATION;

ELECTRICITY;

ELECTRICITY GENERATION; FUEL; INVESTMENT; MONTE CARLO ANALYSIS; NUCLEAR POWER PLANT; PRICE DYNAMICS; PURCHASING POWER PARITY;

EID: 43749088478     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2007.11.008     Document Type: Article

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