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https://hdl.handle.net/1822/26111
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Campo DC | Valor | Idioma |
---|---|---|
dc.contributor.author | Cunha, Jorge | - |
dc.contributor.author | Ferreira, Paula Varandas | - |
dc.date.accessioned | 2013-11-15T14:08:01Z | - |
dc.date.available | 2013-11-15T14:08:01Z | - |
dc.date.issued | 2013-09 | - |
dc.identifier.uri | https://hdl.handle.net/1822/26111 | - |
dc.description.abstract | The use of the mean-variance approach (MVA) is well demonstrated in the financial literature for the optimal design of financial assets portfolios. The electricity sector portfolios are also guided by similar objectives, namely maximizing return and minimizing risk. Based on this assumption, this paper proposes a possible MVA for the definition of optimal electricity portfolios relying on renewable energy sources (RES). The model was applied for the Portuguese case and the results demonstrated that the less risky solutions are characterised by a mix of RES technologies. Though recognising the usefulness of the proposed MVA, this case also evidence the need to further proceed with a modified approach recognizing the technical constraints and specificities of the electricity sector. | por |
dc.language.iso | eng | por |
dc.rights | openAccess | por |
dc.subject | Renewable energy sources | por |
dc.subject | Electricity generation | por |
dc.subject | Portfolio selection | por |
dc.subject | Mean-variance approach | por |
dc.subject | Investment risk | por |
dc.title | A modified-MVA approach for sustainable electricity planning : the case of Portugal | por |
dc.type | conferencePaper | por |
dc.peerreviewed | yes | por |
sdum.publicationstatus | published | por |
oaire.citationConferencePlace | Dubrovnik, Croatia | por |
oaire.citationTitle | 8th Conference on Sustainable Development of Energy, Water and Environment Systems (SDEWES2013) | por |
sdum.conferencePublication | 8th Conference on Sustainable Development of Energy, Water and Environment Systems (SDEWES2013) | por |
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MVA_Risk_Cunha_Ferreira_full_paper.pdf | 392,51 kB | Adobe PDF | Ver/Abrir |