"The portfolio analysis is a method for the strategic selection of energy sources able to drive the sustainable evolution of the renewable energy balance. In this paper the portfolio theory is applied in the Italian electricity market for different renewable energy sources (biomass, hydro, photovoltaic and wind) with the aim to select, by diversification, optimal portfolios that minimize investment risk. This analysis can be useful for energy planners to select future green scenarios based on the increasing use of renewable energy."

Italian Energy Portfolio Analysis: An Interactive Renewable Investments Tool / Cucchiella, Federica; D'Adamo, Idiano; Gastaldi, Massimo. - 739:(2013), pp. 768-776. (Intervento presentato al convegno 2013 World Congress on Industrial Materials - Applications, Products and Technologies, WCIM 2013 tenutosi a Beijing; China) [10.4028/www.scientific.net/AMR.739.768].

Italian Energy Portfolio Analysis: An Interactive Renewable Investments Tool

D'Adamo, Idiano
;
2013

Abstract

"The portfolio analysis is a method for the strategic selection of energy sources able to drive the sustainable evolution of the renewable energy balance. In this paper the portfolio theory is applied in the Italian electricity market for different renewable energy sources (biomass, hydro, photovoltaic and wind) with the aim to select, by diversification, optimal portfolios that minimize investment risk. This analysis can be useful for energy planners to select future green scenarios based on the increasing use of renewable energy."
2013
2013 World Congress on Industrial Materials - Applications, Products and Technologies, WCIM 2013
return/risk optimization; renewable energy portfolio; efficient frontier; Sharpe Ratio
04 Pubblicazione in atti di convegno::04b Atto di convegno in volume
Italian Energy Portfolio Analysis: An Interactive Renewable Investments Tool / Cucchiella, Federica; D'Adamo, Idiano; Gastaldi, Massimo. - 739:(2013), pp. 768-776. (Intervento presentato al convegno 2013 World Congress on Industrial Materials - Applications, Products and Technologies, WCIM 2013 tenutosi a Beijing; China) [10.4028/www.scientific.net/AMR.739.768].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1370352
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