Risk analysis for an electrical power portfolio generation assets
Resumen
This project aims at finding the margin and risk of the Spanish utility Endesa in different
scenarios for the year 2025.
First, the scenarios have been created according to the possible evolution that may
experience the Spanish electric power system. The scenarios vary considering the
possible evolution of the generation mix and the demand.
Then, the model used to perform the analysis, ARIES, has been updated. For that, it is
necessary to fed the model with historical and forward series of the different
commodities intervening in the model, as well as other data like the demand growth,
the capacity installed of the different technologies etc. Part of this data has been
obtained from the Risk Management department of Endesa. Since this data is
confidential, the results of the simulations have been described in a qualitative manner.
Finally, the model is executed and the obtained results are analyzed in other to establish
which are the most advantageous scenarios for the company and what measures can
undertake to limit the adverse effects.
Trabajo Fin de Máster
Risk analysis for an electrical power portfolio generation assetsTitulación / Programa
Master in the Electric Power IndustryMaterias/ UNESCO
33 Ciencias tecnológicas3322 Tecnología energética
332202 Generación de energía
53 Ciencias económicas
5312 Economía sectorial
531205 Energía
Colecciones
El ítem tiene asociados los siguientes ficheros de licencia: