Merchant Commodity Storage Practice Revisited
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Publication:2795873
DOI10.1287/opre.2015.1407zbMath1338.90287OpenAlexW3124620215MaRDI QIDQ2795873
Publication date: 22 March 2016
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2015.1407
linear programmingheuristicsMonte Carlo simulationreal optionsnatural gasreoptimizationdual boundscommodity and energy storage
Applications of mathematical programming (90C90) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)
Related Items (5)
A review of the operations literature on real options in energy ⋮ Impact of storage competition on energy markets ⋮ Gas storage valuation in incomplete markets ⋮ Control of Energy Storage with Market Impact: Lagrangian Approach and Horizons ⋮ Combined Custom Hedging: Optimal Design, Noninsurable Exposure, and Operational Risk Management
Uses Software
Cites Work
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