| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10402124 | The Electricity Journal | 2014 | 10 Pages |
Abstract
Mean-variance portfolio analysis applied to an electricity generation portfolio representative of New England suggests that the existing generation mix is not efficient from a risk or price perspective. While the policy choice between lower price or lower risk would result in a range of portfolios, the optimal risk-adjusted price portfolio would suggest more renewables, less natural gas, and no nuclear power.
Related Topics
Physical Sciences and Engineering
Energy
Energy Engineering and Power Technology
Authors
Jason N. Rauch,