Optimizing Generation Mix using Markovitz mean-Variance Theory

Arjun C. Unni, W. Ongsakul, Raja Nivedha R, Shubham Tiwari
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引用次数: 4

Abstract

The energy matrix of every country in the world is more and more occupied by the Renewable Energy Sources(RES). Since the power output from renewable energy sources are depended on the weather conditions it is difficult to depend on a single source for a reliable power delivery. Wind and solar data of three cities in India is collected and an optimal portfolio is developed using modern portfolio theory.
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利用Markovitz均值方差理论优化发电组合
可再生能源在世界各国的能源矩阵中占有越来越大的比重。由于可再生能源的电力输出取决于天气条件,因此很难依靠单一来源进行可靠的电力输送。本文收集了印度三个城市的风能和太阳能数据,运用现代投资组合理论建立了最优投资组合。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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