A mean-variance portfolio optimization approach for high-renewable energy hub
Da Xu, Ziyi Bai, Xiaolong Jin, Xiaodong Yang, Shuangyin Chen, Ming Zhou
Topics & Concepts
Mathematical optimizationPortfolio optimizationRenewable energyPortfolioMicrogridStochastic programmingEnergy storageComputer scienceModern portfolio theoryWind powerFlexibility (engineering)Geothermal gradientEngineeringEconomicsMathematicsElectrical engineeringPower (physics)GeophysicsQuantum mechanicsPhysicsFinancial economicsManagementGeologyIntegrated Energy Systems OptimizationHybrid Renewable Energy SystemsGeothermal Energy Systems and Applications