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Description
  • Článek se zabývá možnostmi kvantifikace tržního rizika projektu výstavby a provozu větrné elektrárny. Kvantifikace těchto rizik je založena na principu metodologie CorporateMetrics a její aplikace na investiční projekt. Jsou použity moderní přístupy na bázi ukazatele Value at Risk. Taktéž jsou propočteny základní statistické parametry projektu (směrodatná odchylka, střední hodnota, atd.) a dále pak NPVaR, Expected Shortfall (cs)
  • This paper concentrates on wind power plant valuation and risk quantification in the Czech Republic by applying CorporateMetrics methodology. Project is valued on the basis of Net Present Value method with some specifics typical for renewably electricity generating projects. Due to the fact, the price of electricity does not evolve with the changes in supply or demand but is fixed and the same is true about operational costs, we suppose only project output (depending on capacity utilization) to be the uncertain factor affecting the project profitability. First, general conditions for wind power plants operators in the Czech Republic are described. Second, CorporateMetrics and its principles are explained. In the end, an illustrative example is stated.
  • This paper concentrates on wind power plant valuation and risk quantification in the Czech Republic by applying CorporateMetrics methodology. Project is valued on the basis of Net Present Value method with some specifics typical for renewably electricity generating projects. Due to the fact, the price of electricity does not evolve with the changes in supply or demand but is fixed and the same is true about operational costs, we suppose only project output (depending on capacity utilization) to be the uncertain factor affecting the project profitability. First, general conditions for wind power plants operators in the Czech Republic are described. Second, CorporateMetrics and its principles are explained. In the end, an illustrative example is stated. (en)
Title
  • Risk analysis of wind power plant by applying CorporateMetrics methodology
  • Risk analysis of wind power plant by applying CorporateMetrics methodology (en)
  • ANALÝZA RIZIKA PROJEKTU VÝSTAVBY VĚTRNÉ ELEKTRÁRNY NA BÁZI METODOLOGIE CORPORATEMETRICS (cs)
skos:prefLabel
  • Risk analysis of wind power plant by applying CorporateMetrics methodology
  • Risk analysis of wind power plant by applying CorporateMetrics methodology (en)
  • ANALÝZA RIZIKA PROJEKTU VÝSTAVBY VĚTRNÉ ELEKTRÁRNY NA BÁZI METODOLOGIE CORPORATEMETRICS (cs)
skos:notation
  • RIV/61989100:27510/06:00013404!RIV07-MSM-27510___
http://linked.open.../vavai/riv/strany
  • 32-43
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • Z(MSM6198910007)
http://linked.open...iv/cisloPeriodika
  • 1
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 497603
http://linked.open...ai/riv/idVysledku
  • RIV/61989100:27510/06:00013404
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Wind power plant; mean-reversion process; CorporateMetrics; density function; cumulative density function; Net Present Value; percentile; quantile; expected shortfall; risk-aversion function (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [37B5B23CBC2A]
http://linked.open...i/riv/nazevZdroje
  • ECON 2006
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 13
http://linked.open...iv/tvurceVysledku
  • Čulík, Miroslav
  • Pumprla, Oto
http://linked.open...n/vavai/riv/zamer
issn
  • 0862-7908
number of pages
http://localhost/t...ganizacniJednotka
  • 27510
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