Analytical Methods for Energy Diversity

& Security

Portfolio Optimization in the Energy Sector: A Tribute to the work of

Dr Shimon Awerbuch

Copyright © 2009 Elsevier Ltd. All rights reserved

Edited by:

Morgan Bazilian and Fabien Roques

ISBN: 978-0-08-056887-4

Table of Contents

Copyright Page
, Page iv
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Preface
, Page xiii
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Foreword
, Page xv, R.K. Pachauri
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Foreword 2
, Page xvii, Eddie O'Connor
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Reader's Guide
, Pages xix-xxiv
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Introduction: Analytical Approaches to Quantify and Value Fuel Mix

Diversity
, Pages xxv-xlii, Morgan Bazilian, Fabien Roques
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Part I: Assessing Risks, Costs and Fuel Mix Diversity for Electric
Utilities
Chapter 1 - Diversity and Sustainable Energy Transitions:
Multicriteria Diversity Analysis of Electricity Portfolios
, Pages 1,3-29, Andy Stirling
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Chapter 2 - The Value of Renewable Energy as a Hedge Against

Fuel Price Risk: Analytical Contributions from Economic and
Finance Theory
, Pages 31-59, Mark Bolinger, Ryan Wiser
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Chapter 3 - Using Portfolio Theory to Value Power Generation

Investments
, Pages 61-68, Shimon Awerbuch, Spencer Yang
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Chapter 4 - Use of Real Options as a Policy-Analysis Tool

, Pages 69-83, William Blyth
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Part II: Applying Portfolio Theory to Identify Optimal Power Generation

Portfolios
Chapter 5 - Efficient Electricity Generating Portfolios for Europe:
Maximizing Energy Security and Climate Change Mitigation
, Pages 85,87-115, Shimon Awerbuch, Spencer Yang
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Chapter 6 - Portfolio Analysis of the Future Dutch Generating Mix

, Pages 117-138, Jaap C. Jansen, Luuk Beurskens
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Chapter 7 - The Role of Wind Generation in Enhancing Scotland’s

Energy Diversity and Security: A Mean-Variance Portfolio
Optimization of Scotland’s Generating Mix
, Pages 139-150, Shimon Awerbuch, Jaap C. Jansen, Luuk Beurskens
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Chapter 8 - Generation Portfolio Analysis for a Carbon Constrained

and Uncertain Future
, Pages 151-165, Ronan Doherty, Hugh Outhred, Mark O'Malley
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Chapter 9 - The Economics of Renewable Resource Credits

, Pages 167-190, Christiaan Hogendorn, Paul Kleindorfer
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Part III: Frontier Applications of the Mean-Variance Optimization Model
for Electric Utilities Planning
Chapter 10 - Efficient and Secure Power for the USA and
Switzerland
, Pages 191,193-218, Boris Krey, Peter Zweifel
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Chapter 11 - Portfolio Optimization and Utilities’ Investments in

Liberalized Power Markets
, Pages 219-246, Fabien A. Roques, David M. Newbery, William J.
Nuttall
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Chapter 12 - Risk Management in a Competitive Electricity Market

, Pages 247-262, Min Liu, Felix F. Wu
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Chapter 13 - Application of Mean-Variance Analysis to Locational

Value of Generation Assets
, Pages 263-274, Serhiy Kotsan, Stratford Douglas
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Chapter 14 - Risk, Embodied Technical Change and Irreversible

Investment Decisions in UK Electricity Production: An Optimum
Technology Portfolio Approach
, Pages 275-303, Adriaan van Zon, Sabine Fuss
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Index
, Pages 305-315
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Shimon Awerbuch Biography

, Page 317
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About the Editors

, Page 321
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