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A dynamic real option-based investment model for renewable energy portfolios
Campos Passos, Aderson; Street, Alexandre; Nobrega Barroso, Luiz Augusto (2017-03-01)This work proposes a dynamic model to devise the optimal risk-averse investment policy in a portfolio of complementary renewable sources for a generation company in the Brazilian power system. The proposed method merges a ... -
A hybrid MILP and benders decomposition approach to find the nucleolus quota allocation for a renewable energy portfolio
Freire, Lucas; Street, Alexandre; Lima, Delberis A.; Nobrega Barroso, Luiz Augusto (2015-11-01)Portfolios of renewable electricity sources are interesting risk-management mechanisms for trading in electricity contract markets. When formed by players belonging to different companies, their stability relies on the way ... -
Contracting strategies for renewable generators: a hybrid stochastic and robust optimization approach
Fanzeres, Bruno; Street, Alexandre; Nobrega Barroso, Luiz Augusto (2015-07-01)We present a new methodology to support an energy trading company (ETC) to devise contracting strategies under an optimal risk-averse renewable portfolio. The uncertainty in the generation of renewable energy sources is ...