Fuel mix diversification incentives in liberalised electricity markets: a Mean-Variance Portfolio Theory Approach

Fabien A. Roques (), David M Newbery and William Nuttall
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Fabien A. Roques: International Energy Agency, Economic Analysis Division, Judge Business School, University of Cambridge

No EPRG 0626, Working Papers from Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge

Keywords: fuel-mix; price risk; Mean-Variance Portfolio theory (search for similar items in EconPapers)
JEL-codes: C15 D81 L94 (search for similar items in EconPapers)
Date: 2006-03
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Citations: View citations in EconPapers (8)

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Related works:
Journal Article: Fuel mix diversification incentives in liberalized electricity markets: A Mean-Variance Portfolio theory approach (2008)
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