Applying Modern Portfolio Theory to investment projects in electric energy markets

2001 IEEE Porto Power Tech Proceedings

Volumn 1, Issue , 2001, Pages 234-238

  Domingues, Elder G ^a   Arungo, H ^b   Abreu, J Policarpo G ^b   Campinho, Carlos B ^c   Paulillo, Gilson ^d  

^a CEFET GO Goiás Federal Center of Technology and Education   (Brazil)

^b FEDERAL UNIVERSITY OF ITAJUBÁ   (Brazil)

^c UNIVERSIDADE CATÓLICA DE PETRÓPOLIS   (Brazil)

^d Itajuba Federal School of Engineering   (Brazil)

Author keywords

Dynamic programming; MPT; Optimal level of future contracting; Optimal reservoir capacity; Random walk

Indexed keywords

BRAZILIAN ELECTRIC UTILITIES; ELECTRIC ENERGIES; ELECTRIC ENERGY MARKETS; ELECTRICAL SYSTEMS; EXISTING SYSTEMS; FINANCIAL DECISIONS; FINANCIAL RISKS; HYDROELECTRIC PLANT; INVESTMENT PROJECTS; MPT; OPTIMAL LEVEL; PORTFOLIO THEORIES; RANDOM WALK; RESERVOIR CAPACITY; SPOT MARKET;

DYNAMIC PROGRAMMING; ELECTRIC UTILITIES; INVESTMENTS; OPTIMIZATION;

ECONOMICS;

EID: 84861404166     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/PTC.2001.964604     Document Type: Conference Paper

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