This paper evaluates the application of a family of VAR-mGARCH (Vector AutoRegressive
with multivariate AutoRegressive Conditional Heteroskedasticity) volatility models to the …

A levelized cost of energy (LCOE) is a methodology for comparing power generation costs in
the transition to renewable energy (RE). However, the major limitation of evaluating RE …

This paper introduces a scheme for hedging and managing production costs of a risky
generation portfolio, initially assumed to be dispatchable, to which intermittent electricity …

This paper investigates the problem of power portfolio selection under uncertainty using two
different metrics, namely the stochastic Net Present Value (NPV) and the stochastic …

Thanks to the German Renewable Energy Act todays wind turbine operator are dealing with
low risk on the revenue side in Germany. Fixed feed-in compensation ensures planning …

Modeling probability distributions for the long-term dynamics of electricity prices is of key
importance to value long-term investments under uncertainty in the power sector, such as …

This paper investigates the effects of CO 2 price volatility on optimal power system portfolios
and on CO 2 emissions assessment. In a stochastic setting in which three sources of …

In recent years democratic societies have added concern for the environment to the
perennial problems of inequality, economic growth, and law and order. What is often called …

The decarbonization of energy system plays a fundamental role in global climate change
mitigation efforts, and it entails unprecedented infrastructural transformations across the …

Waste management is of growing concern with increasing amount of municipal waste
generation and the industry standards are becoming stricter due to climate goals and …