{"title":"最优发电组合选择的随机LCOE","authors":"C. Lucheroni, Carlo Mari","doi":"10.1109/EEM.2014.6861243","DOIUrl":null,"url":null,"abstract":"This paper discusses a recently introduced stochastic LCOE technique for optimizing multi-asset risky energy portfolios, and extends it using an improved dynamics and CVaR as a new interesting risk measure.","PeriodicalId":261127,"journal":{"name":"11th International Conference on the European Energy Market (EEM14)","volume":"31 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":"{\"title\":\"Stochastic LCOE for optimal electricity generation portfolio selection\",\"authors\":\"C. Lucheroni, Carlo Mari\",\"doi\":\"10.1109/EEM.2014.6861243\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper discusses a recently introduced stochastic LCOE technique for optimizing multi-asset risky energy portfolios, and extends it using an improved dynamics and CVaR as a new interesting risk measure.\",\"PeriodicalId\":261127,\"journal\":{\"name\":\"11th International Conference on the European Energy Market (EEM14)\",\"volume\":\"31 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2014-05-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"11th International Conference on the European Energy Market (EEM14)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/EEM.2014.6861243\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"11th International Conference on the European Energy Market (EEM14)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/EEM.2014.6861243","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Stochastic LCOE for optimal electricity generation portfolio selection
This paper discusses a recently introduced stochastic LCOE technique for optimizing multi-asset risky energy portfolios, and extends it using an improved dynamics and CVaR as a new interesting risk measure.