Strategic power plant investment planning under fuel and carbon price uncertainty
The profitability of power plant investments depends strongly on uncertain fuel and carbon prices. In this doctoral thesis, we combine fundamental electricity market models with stochastic dynamic programming to evaluate power plant investments under uncertainty. The application of interpolation-bas...
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| Formaat: | Online |
| Taal: | Engels |
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KIT Scientific Publishing
2021
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| _version_ | 1869519790672969728 |
|---|---|
| author | Geiger, Ansgar |
| author_browse | Geiger, Ansgar |
| author_facet | Geiger, Ansgar |
| author_sort | Geiger, Ansgar |
| collection | Directory of Open Access Books |
| description | The profitability of power plant investments depends strongly on uncertain fuel and carbon prices. In this doctoral thesis, we combine fundamental electricity market models with stochastic dynamic programming to evaluate power plant investments under uncertainty. The application of interpolation-based stochastic dynamic programming and approximate dynamic programming allows us to consider a greater variety of stochastic fuel and carbon price scenarios compared to other approaches. |
| format | Online |
| id | doab-20.500.12854ir-60100 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | KIT Scientific Publishing |
| publisherStr | KIT Scientific Publishing |
| record_format | ojs |
| spelling | doab-20.500.12854ir-601002023-12-20T15:54:09Z Strategic power plant investment planning under fuel and carbon price uncertainty Geiger, Ansgar HF5001-6182 Real Options Dynamic Programming Fundamental Electricity Market Models Power Plant Investment Planning Approximate Dynamic Programming bic Book Industry Communication::K Economics, finance, business & management::KJ Business & management::KJC Business strategy The profitability of power plant investments depends strongly on uncertain fuel and carbon prices. In this doctoral thesis, we combine fundamental electricity market models with stochastic dynamic programming to evaluate power plant investments under uncertainty. The application of interpolation-based stochastic dynamic programming and approximate dynamic programming allows us to consider a greater variety of stochastic fuel and carbon price scenarios compared to other approaches. 2021-02-12T04:39:26Z 2021-02-12T04:39:26Z 2019-07-30 20:02:02 2011 book 35634 9783866446335 https://directory.doabooks.org/handle/20.500.12854/60100 eng image/jpeg Attribution-NonCommercial-NoDerivatives 4.0 International https://www.ksp.kit.edu/9783866446335 KIT Scientific Publishing 10.5445/KSP/1000021824 10.5445/KSP/1000021824 68fffc18-8f7b-44fa-ac7e-0b7d7d979bd2 9783866446335 XVIII, 306 p. open access |
| spellingShingle | HF5001-6182 Real Options Dynamic Programming Fundamental Electricity Market Models Power Plant Investment Planning Approximate Dynamic Programming bic Book Industry Communication::K Economics, finance, business & management::KJ Business & management::KJC Business strategy Geiger, Ansgar Strategic power plant investment planning under fuel and carbon price uncertainty |
| title | Strategic power plant investment planning under fuel and carbon price uncertainty |
| title_full | Strategic power plant investment planning under fuel and carbon price uncertainty |
| title_fullStr | Strategic power plant investment planning under fuel and carbon price uncertainty |
| title_full_unstemmed | Strategic power plant investment planning under fuel and carbon price uncertainty |
| title_short | Strategic power plant investment planning under fuel and carbon price uncertainty |
| title_sort | strategic power plant investment planning under fuel and carbon price uncertainty |
| topic | HF5001-6182 Real Options Dynamic Programming Fundamental Electricity Market Models Power Plant Investment Planning Approximate Dynamic Programming bic Book Industry Communication::K Economics, finance, business & management::KJ Business & management::KJC Business strategy |
| topic_facet | HF5001-6182 Real Options Dynamic Programming Fundamental Electricity Market Models Power Plant Investment Planning Approximate Dynamic Programming bic Book Industry Communication::K Economics, finance, business & management::KJ Business & management::KJC Business strategy |
| url | 35634 |
| work_keys_str_mv | AT geigeransgar strategicpowerplantinvestmentplanningunderfuelandcarbonpriceuncertainty |