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dc.contributor.authorAdıyeke, Esra
dc.contributor.authorÇanakoğlu, Ethem
dc.contributor.authorAğralı, Semra
dc.date.accessioned2019-05-02T08:17:29Z
dc.date.available2019-05-02T08:17:29Z
dc.date.issued2019en_US
dc.identifier.citationAdıyeke, E., Çanakoğlu, E., & Ağralı, S. (April 12, 2019). Risk averse investment strategies for a private electricity generating company in a carbon constrained environment. Journal of the Operational Research Society, 1-13. DOI: 10.1080/01605682.2018.1535265en_US
dc.identifier.issn0160-5682
dc.identifier.issn1476-9360
dc.identifier.urihttps://doi.org/10.1080/01605682.2018.1535265
dc.identifier.urihttps://hdl.handle.net/20.500.11779/1062
dc.description.abstractWe study a private electricity generating company that plans to enter a partially regulated market that operates under an active cap and trade system. There are different types of thermal and renewable power plants that the company considers to invest in over a predetermined planning horizon. Thermal power plants may include a carbon capture and storage technology in order to comply with the carbon limitations. We develop a time-consistent multi-stage stochastic optimization model for this investment problem, where the objective is to minimize the conditional value at risk (CV@R) of the net present value of the profit obtained through the planning horizon. We implement the model for a hypothetical generating company located in Turkey. The results show that the developed model is appropriate for determining risk averse investment strategies for a company that operates under carbon restricted market conditions.en_US
dc.language.isoengen_US
dc.publisherTaylor & Francisen_US
dc.relation.ispartofJournal of the Operational Research Societen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectRisk averse investmentsen_US
dc.subjectEnergy investment problemsen_US
dc.subjectConditional value at risken_US
dc.subjectMixed-integer programen_US
dc.titleRisk averse investment strategies for a private electricity generating company in a carbon constrained environmenten_US
dc.typearticleen_US
dc.departmentMühendislik Fakültesi, Endüstri Mühendisliği Bölümüen_US
dc.authoridSemra Ağralı / 0000-0002-5735-3275en_US
dc.identifier.startpage1en_US
dc.identifier.endpage13en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.description.wosidWOS:000466672100001en_US
dc.description.scopusid2-s2.0-85064476883en_US
dc.contributor.institutionauthorAğralı, Semra
dc.description.woscitationindexScience Citation Index Expanded - Social Sciences Citation Indexen_US
dc.identifier.wosqualityQ2 - Q3en_US
dc.description.WoSDocumentTypeArticleen_US
dc.description.WoSInternationalCollaborationUluslararası işbirliği ile yapılmayan - HAYIRen_US
dc.description.WoSPublishedMonthAralıken_US
dc.description.WoSIndexDate2019en_US
dc.description.WoSYOKperiodYÖK - 2019-20en_US
dc.identifier.doi10.1080/01605682.2018.1535265en_US
dc.identifier.scopusqualityQ1 - Q2en_US


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