Replication: Solar Energy Risks: Stochastic Radiation Modelling and Optimal Hedging Strategies
Abstract
This record provides Version 2 of the replication package for the paper Solar Energy Risks: Stochastic Radiation Modelling and Optimal Hedging Strategies. The archive is a self-contained replication snapshot intended for citation and long-term preservation. It contains the data objects, R scripts, generated figures, environment files, and archived source copy of the solarr package required to reproduce the empirical pipeline reported in the manuscript. The replication pipeline estimates stochastic solar-radiation and electricity-price models, simulates joint radiation-electricity scenarios, computes solar-derivative moments and mean-variance hedging quantities, and generates the tables and figures used in the paper, appendix, and Supplementary Material. Version 2 updates the replication archive to reflect the current scripts and outputs. In particular, it includes the archived local source copy of solarr under scripts/functions/solarr/, a CRAN dependency lockfile under environment/renv.lock, a package-version snapshot, generated data objects and figures, and standalone README files describing the setup and pipeline commands.
Fields of Study & Subjects
Solar Radiation and Photovoltaics
Integrated Energy Systems Optimization
Climate Change Policy and Economics
Publication details
- Journal / source
- Zenodo (CERN European Organization for Nuclear Research)
- Publication date
- 5 June 2026
- Language
- EN
- Document type
- Book