Evaluating the Long-Term Investment Opportunities of Wave Energy Conversion with Real Options

Dilellio, James and Butler, John C. and Rizaev, Igor and Sheng, Wanan and Aggidis, George (2024) Evaluating the Long-Term Investment Opportunities of Wave Energy Conversion with Real Options. In: Proceedings of the Thirty-fourth (2024) International Ocean and Polar Engineering Conference :. UNSPECIFIED, pp. 656-663. ISBN 9781880653784

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Abstract

Wave energy conversion (WEC) remains a viable option for renewable energy production, but levelized cost of electricity (LCOE) estimates remain higher than other energy alternatives. We conduct an investment analysis that includes the market value of electricity and show that a negative Net Present Value (NPV) project is the likely result. However, we also show that such a project may have sufficient option value for the expected NPV to turn positive. This change in investment decision is supported by applying the theory of real options to model the uncertainty of future electricity prices and a project’s optimal decisions. Our analysis demonstrates that this investment is like a financial out-of-the money call option. The results of this research support government decisions on the need for additional investment and/or incentives, or the possibility of public-private partnerships. These financial models support long-term planning and investment decisions for large scale development and deployment of in WEC systems in the coming years.

Item Type:
Contribution in Book/Report/Proceedings
Uncontrolled Keywords:
Research Output Funding/yes_externally_funded
Subjects:
?? clean energyreal optionstechnology readiness levelsstochastic processesyes - externally funded ??
ID Code:
222284
Deposited By:
Deposited On:
24 Oct 2024 15:15
Refereed?:
Yes
Published?:
Published
Last Modified:
12 Nov 2024 01:53