Italian Energy Portfolio Analysis: An Interactive Renewable Investments Tool

Abstract:

The portfolio analysis is a method for the strategic selection of energy sources able to drive the sustainable evolution of the renewable energy balance. In this paper the portfolio theory is applied in the Italian electricity market for different renewable energy sources (biomass, hydro, photovoltaic and wind) with the aim to select, by diversification, optimal portfolios that minimize investment risk. This analysis can be useful for energy planners to select future green scenarios based on the increasing use of renewable energy.

• Periodical: Advanced Materials Research (Volume 739)
• Pages: 768-776
• DOI: https://doi.org/10.4028/www.scientific.net/AMR.739.768
• Online since: August 2013
• Authors: Federica Cucchiella, Idiano D’Adamo, Massimo Gastaldi
• Keywords: Efficient Frontier, Renewable Energy Portfolio, Return/Risk Optimization, Sharpe Ratio

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