Coping with the renewable portfolio standards: a utility's perspective

DOI10.1016/j.orl.2020.05.001zbMath1478.91170OpenAlexW3023805779MaRDI QIDQ2661486

Sha Liao

Publication date: 7 April 2021

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2020.05.001

zbMATH Keywords

optimizationrenewable portfolio standardsstochastic dynamic programrenewable energy certificate

Mathematics Subject Classification ID

Stochastic programming (90C15) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Portfolio theory (91G10)

Cites Work

• Are targets for renewable portfolio standards too low? The impact of market structure on energy policy
• The structural impact of renewable portfolio standards and feed-in tariffs on electricity markets
• Average Cost Single-Stage Inventory Models: An Analysis Using a Vanishing Discount Approach
• Long-Run Equilibrium Modeling of Emissions Allowance Allocation Systems in Electric Power Markets
• Optimal Production Planning with Emissions Trading

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