Mostrar el registro sencillo del ítem

dc.contributor.authorLumbreras Sancho, Saraes-ES
dc.contributor.authorBunn, Derek W.es-ES
dc.contributor.authorRamos Galán, Andréses-ES
dc.contributor.authorChronopoulos, Michailes-ES
dc.date.accessioned2016-02-11T04:06:39Z
dc.date.available2016-02-11T04:06:39Z
dc.date.issued2016-02-01es_ES
dc.identifier.issn1469-7688es_ES
dc.identifier.uri10.108014697688.2015.1114362es_ES
dc.descriptionArtículos en revistases_ES
dc.description.abstractes-ES
dc.description.abstractTransmission expansion planning (TEP) is a complex problem where building a new line involves a long permitting process of around 10 years. Therefore, transmission expansion must anticipate the evolution of uncertainties, particularly those derived from changes in the capacity and location of new generating facilities. As it is not possible to request permits for all possible lines, priorities must be established. We develop a formulation to use real options valuation to evaluate the potential benefit of candidate lines and thereby identify priority projects. We present a feasible representation of optionality in TEP projects and propose a tractable evaluation of option value. The proposed technique identifies the candidate transmission lines with the highest potential, as well as their main value drivers. This is implemented in a realistic large-scale case study based on the Spanish system.en-GB
dc.format.mimetypeapplication/pdfes_ES
dc.language.isoen-GBes_ES
dc.rightses_ES
dc.rights.uries_ES
dc.sourceRevista: Quantitative Finance, Periodo: 1, Volumen: online, Número: 2, Página inicial: 231, Página final: 246es_ES
dc.subject.otherInstituto de Investigación Tecnológica (IIT)es_ES
dc.titleReal options valuation applied to transmission expansion planninges_ES
dc.typeinfo:eu-repo/semantics/articlees_ES
dc.description.versioninfo:eu-repo/semantics/publishedVersiones_ES
dc.rights.accessRightsinfo:eu-repo/semantics/restrictedAccesses_ES
dc.keywordses-ES
dc.keywordsPower transmission; Circuit optimization; Mathematical programmingen-GB


Ficheros en el ítem

Thumbnail

Este ítem aparece en la(s) siguiente(s) colección(ones)

  • Artículos
    Artículos de revista, capítulos de libro y contribuciones en congresos publicadas.

Mostrar el registro sencillo del ítem