Internal hedging of intermittent renewable power generation and optimal portfolio selection

DOI10.1007/S10479-019-03221-2zbMath1476.91156OpenAlexW2937418434WikidataQ128085642 ScholiaQ128085642MaRDI QIDQ2241098

Carlo Lucheroni, Carlo Mari

Publication date: 8 November 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11581/426437

zbMATH Keywords

renewable energyrisk and deviation measuresgeneration portfoliosintermittency risk hedginglevelized cost of electricity

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Portfolio theory (91G10)

Related Items (1)

Hedging the risk of wind power production using dispatchable energy source

Cites Work

• Risk shaping of optimal electricity portfolios in the stochastic LCOE theory

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