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.

• This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.

Creator

• Papadopoulos, Aristotelis

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-042717-090425

Advisor

• Koutmos, Dimitrios

Year

• 2017

Date created

• 2017-04-27

Resource type

• Major Qualifying Project

Major

• Management Engineering

Rights statement

• In Copyright