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Author Rothe, Sebastian.
Title Portfolio Analysis of Power Plant Technologies : a Simulation Approach to Rebalance Fuel Mix Strategies / Sebastian Rothe.
Imprint Wiesbaden : Springer Gabler, 2019.

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Author Rothe, Sebastian.
Series Edition KWV.
Edition KWV (Springer)
Subject Power-plants -- Technological innovations.
Fuel switching.
Description 1 online resource (312 pages).
Note Print version record.
Contents Intro; Foreword; Acknowledgements; Table of contents; List of abbreviations; List of symbols; Energy units and conversion factors; List of tables; List of figures; 1 Introduction; 1.1 Motivation; 1.2 Previous research; 1.3 Objectives and methodology; 2 Economics of energy markets; 2.1 Liberalization and fuel mix; 2.1.1 Legislation and market design; 2.1.2 Investments in liberalized electricity markets; 2.1.3 Fuel mix in competitive electricity markets; 2.1.4 Power plant technologies; 2.1.5 Diversification of fuel mix; 2.1.6 Power market system and merit order
2.2 Framework of the EU Emission Trading Scheme2.2.1 Historical emergence and objectives; 2.2.2 Institutional framework; 2.2.3 Appraisal of the first and second trading periods; 2.2.4 Future outlook; 2.3 Determinants of energy commodities; 2.3.1 Electricity; 2.3.2 CO2 emissions; 2.3.3 Coal; 2.3.4 Oil; 2.3.5 Gas; 2.3.6 Interactions between energy commodities; 2.4 Summary; 3 Mean-variance valuation approach for power plants; 3.1 Fundamentals of capital market-based valuation; 3.1.1 Discounted free cash flow valuation; 3.1.2 Monte Carlo simulation; 3.2 Portfolio theory: Model of Markowitz (1952)
3.2.1 Assumptions3.2.2 Notation; 3.2.3 Portfolio selection; 3.2.4 Analytical determination of the global minimum variance portfolio; 3.2.5 Analytical determination of the efficient frontier; 3.2.6 Critical acclaim; 3.3 Model of Roques et al. (2008); 3.3.1 Methodology; 3.3.2 Results and implication; 3.3.3 Critical acclaim; 3.4 Portfolio approach for power generation assets; 3.4.1 Assumptions; 3.4.2 Analytical framework; 3.4.3 Discount rates for power plant technologies; 3.4.4 Relative efficiency of power plant portfolios; 3.4.5 Development of hypotheses; 3.5 Summary
4 Simulation based model for analyzing generation portfolios4.1 Defining model requirements; 4.2 Risk analysis process; 4.2.1 Risk variables; 4.2.2 Probability distributions; 4.2.3 Correlated variables; 4.3 Assumptions; 4.3.1 Technical and cost assumptions; 4.3.2 Projected commodity price development; 4.3.3 Renewable energies; 4.4.1 Power generation; 4.4.2 Replacements; 4.4.3 Investments in generation capacity; 4.5 Monte Carlo based valuation of generation portfolios; 4.5.1 Expected value and risk; 4.5.2 Loop programming; 4.5.3 Optimization; 4.5.4 Economic efficiency
4.5.5 Technical efficiency4.6 Summary; 5 Empirical analyses of European generation portfolios; 5.1 Description of the stochastic variables; 5.1.1 Data; 5.1.2 Descriptive statistics; 5.1.3 Empirical correlations; 5.1.4 Simulated correlations; 5.2 Generation portfolio analyses -- A disaggregated approach; 5.2.1 Sample power plant portfolio; 5.2.2 Investment strategy; 5.2.3 Feasibility set; 5.2.4 Determining efficient frontiers; 5.3 Analyzing country-specific generation portfolios; 5.3.1 Power plants located in Germany; 5.3.2 Power plants located in the United Kingdom
Note 5.3.3 Power plants located in the Netherlands
Bibliography Note Includes bibliographical references.
ISBN 9783658243791
OCLC # 1090496620
Additional Format Print version: Rothe, Sebastian. Portfolio Analysis of Power Plant Technologies : A Simulation Approach to Rebalance Fuel Mix Strategies. Wiesbaden : Gabler, 2019 9783658243784.

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