Faculty Advisor
Koutmos, Dimitrios
Abstract
The clean energy sector is a unique asset class and is growing rapidly nowadays, since it provides alternatives for energy production and sustainability for the future. By gathering data, such as implied volatility, volume, and moving averages, we analyzed patterns in price movements and created trading strategies, which were then evaluated, based on performance. Although we expected trades to occur more often, the renewable energy sector is currently growing and therefore there aren’t a lot of opportunities for trading yet. However, profit can still be made, since energy asset pricing has increased substantially over the last decade.
Publisher
Worcester Polytechnic Institute
Date Accepted
April 2017
Major
Management Engineering
Project Type
Major Qualifying Project
Copyright Statement
All authors have granted to WPI a nonexclusive royalty-free license to distribute copies of the work, subject to other agreements. Copyright is held by the author or authors, with all rights reserved, unless otherwise noted.
Accessibility
Unrestricted
Advisor Department
Business