{"title":"一个定义互补可再生能源项目投资溢价的新框架","authors":"A. C. Passos, A. Street, Bruno Fanzeres, S. Bruno","doi":"10.1109/PSCC.2014.7038450","DOIUrl":null,"url":null,"abstract":"The joint investment in renewable sources can be seen as an efficient mechanism for mitigating the risk of generation investors. This article presents an innovative framework to calculate the premium of the option to invest in complementary renewable energy projects. To calculate this option value, the framework merges two models: the first is a hybrid robust and stochastic optimization model that defines the project value and percentage of each source in the portfolio; the second is the well-known Least Square Monte Carlo (LSM) simulation approach to evaluate American options. The results of this article intend to stimulate independent investors to take advantage of complementary renewable projects and government sectorial institutions, defining suitable incentives and policies.","PeriodicalId":155801,"journal":{"name":"2014 Power Systems Computation Conference","volume":"29 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"7","resultStr":"{\"title\":\"A novel framework to define the premium for investment in complementary renewable projects\",\"authors\":\"A. C. Passos, A. Street, Bruno Fanzeres, S. Bruno\",\"doi\":\"10.1109/PSCC.2014.7038450\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The joint investment in renewable sources can be seen as an efficient mechanism for mitigating the risk of generation investors. This article presents an innovative framework to calculate the premium of the option to invest in complementary renewable energy projects. To calculate this option value, the framework merges two models: the first is a hybrid robust and stochastic optimization model that defines the project value and percentage of each source in the portfolio; the second is the well-known Least Square Monte Carlo (LSM) simulation approach to evaluate American options. The results of this article intend to stimulate independent investors to take advantage of complementary renewable projects and government sectorial institutions, defining suitable incentives and policies.\",\"PeriodicalId\":155801,\"journal\":{\"name\":\"2014 Power Systems Computation Conference\",\"volume\":\"29 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2014-08-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"7\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2014 Power Systems Computation Conference\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/PSCC.2014.7038450\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2014 Power Systems Computation Conference","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/PSCC.2014.7038450","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A novel framework to define the premium for investment in complementary renewable projects
The joint investment in renewable sources can be seen as an efficient mechanism for mitigating the risk of generation investors. This article presents an innovative framework to calculate the premium of the option to invest in complementary renewable energy projects. To calculate this option value, the framework merges two models: the first is a hybrid robust and stochastic optimization model that defines the project value and percentage of each source in the portfolio; the second is the well-known Least Square Monte Carlo (LSM) simulation approach to evaluate American options. The results of this article intend to stimulate independent investors to take advantage of complementary renewable projects and government sectorial institutions, defining suitable incentives and policies.
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