ListarCongreso XoveTIC: impulsando el talento científico (6º. 2023. A Coruña) por tema "Energías renovables"

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    • Method for Pricing Renewable Energy Certificates 

      Baamonde-Seoane, María A; Calvo-Garrido, María-del-Carmen; Vázquez, Carlos (Universidade da Coruña, Servizo de Publicacións, 2023)
      [Abstract] In this work we present one valuation method for Renewable Energy Certificates (RECs). Starting from a system of FBSDEs and using Ito lemma, we propose a mathematical model based on a semilinear PDE with two ...

    • Valuation and Risk Modeling of Renewable PPAs 

      Pombo, Julio; Rúas-Barrosa, Oliver; Vázquez, Carlos (2023)
      [Abstract] Renewable energy (RE) projects aim to sell electricity to the consumers, which may be carried out by means of a Power Purchase Agreement (PPA). These PPAs will yield payments over a long period of time so as ...