Replication: Solar Energy Risks: Stochastic Radiation Modelling and Optimal Hedging Strategies

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Authors: Beniamino Sartini, Silvia Romagnoli
Cited by: 0

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