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

Accessibility

Unrestricted

Advisor Department

Business

Share

COinS