风电和光伏电站实物期权投资评价模型

2016 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM) Pub Date : 2016-12-01 DOI:10.1109/IEEM.2016.7798048

M. Mancini, R. Sala, D. Tedesco, A. Travaglini

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引用次数: 5

摘要

近年来的特点是能源需求的增加和对能源生产可持续性的日益重视。因此，以可再生能源为动力的工厂数量有所增加。同时，由于市场自由化，能源部门不得不面对越来越多的不确定性。这些因素使得投资者有必要为他们的项目找到一种适当的评估方法，能够考虑到这些方面。这项工作试图提供两个原创性贡献:首先，创建一个模型，帮助投资者了解哪种技术最能满足他的能源需求;其次，实施RO(即实物期权)方法。为了验证模型的一致性，将其应用于三种不同的实际情况。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A real options investment model for the evaluation of wind and photovoltaic plants

Recent years have been characterized by an increasing energy demand and by growing attention to energy production sustainability. For this reason, the number of plants powered by renewable sources has increased. Simultaneously, the energy sector has to face increasing uncertainty due to market liberalization. These factors has made it necessary for investors to find a proper evaluation method for their projects able to take into account also these aspects. This work tries to provide two original contributions: firstly, the creation of a model that helps the investor to understand which technology can best satisfy his energy need; and secondly, the implementation of the RO (i.e. Real Option) approach. To verify the consistency of the model, it has been applied to three different real situations.

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2016 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM)

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