Renewables Portfolios - Exposed to the elements
Optimising a renewables portfolio is fraught with challenges. Stephen Maloney discusses them, and suggests some methods that allow for a more robust approach to portfolio optimisation
Renewables are certainly the issue du jour. But, with world markets in recession, energy usage in decline and crude oil prices continuing to search for a floor, what are the prospects for a liquid market emerging in renewables and carbon emissions? And how sustainable will that market be? After all, without a transparent and liquid market, it is challenging to balance and optimise a portfolio.
These are not trivial issues for a risk manager. Renewable portfolios raise a host of modelling issues
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