Risk‐return optimised energy asset allocation in transmission‐distribution system using tangency portfolio and Black–Litterman model

Risk‐return optimised energy asset allocation in transmission‐distribution system using tangency portfolio and Black–Litterman model

Abstract The application of Markowitz and tangency portfolio and Black–Litterman models is extended by the authors to energy portfolio selection in transmission‐distribution environments with high penetration of renewable energy. As Transmission System Operator (TSO) and Distribution System Operator...

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Bibliographic Details
Main Authors: Jisma M, Vivek Mohan, Mini Shaji Thomas
Format: Article
Language:English
Published: Wiley 2023-09-01
Series:IET Energy Systems Integration
Subjects:
generation planning
optimal power flow
portfolio
renewable energy
return
risk
Online Access:https://doi.org/10.1049/esi2.12102

Internet

https://doi.org/10.1049/esi2.12102

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