Development of new asset evaluation method considering risk and an ecology balance of electric power industry
| Project/Area Number |
15K05946
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Power engineering/Power conversion/Electric machinery
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| Research Institution | Kumamoto University |
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Principal Investigator |
MIYAUCHI Hajime 熊本大学, 大学院先端科学研究部(工), 准教授 (20181977)
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| Co-Investigator(Kenkyū-buntansha) |
三澤 哲也 名古屋市立大学, 大学院経済学研究科, 教授 (10190620)
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| Project Period (FY) |
2015-04-01 – 2018-03-31
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| Project Status |
Completed (Fiscal Year 2017)
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| Budget Amount *help |
¥4,810,000 (Direct Cost: ¥3,700,000、Indirect Cost: ¥1,110,000)
Fiscal Year 2017: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2016: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2015: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
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| Keywords | 事業価値評価 / リスク / 最適投資規模 / 再生可能エネルギー / リスク鋭感的価値尺度 / 供給信頼度指標 / 太陽光発電 / 風力発電 / 火力発電 / 規模の評価 / 事業ポートフォリオ / 平均分散法 / 効用無差別価格理論 / リスク指標 / リスク価値尺度 |
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| Outline of Final Research Achievements |
UNPV method based on expectation utility theory is proposed as a new asset evaluation method of an investment. In this research, we estimate photovoltaic system and wind turbine generation project by UNPV method, which outputs are influenced by a natural environment. We compare the results of conventional Mean-Variance (MV) method and RSVM (Risk Sensitive Value Measurement) method, which uses the exponential function as the utility function in UNPV method. RSVM method can indicate the optimum scale and the maximum scale of the project.
On the other hand, the reliability of power system is generally estimated by the expectation value to the probability distributions such as failure period. The essence of RSVM method is the weighting for the risk of probabilistic distribution by the utility function. Therefore, we find that RSVM can be used as the reliability index. Then, we investigate a reliability of the power system in a small isolated island by RSVM.
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Report
(4 results)
Research Products
(15 results)
