Transmission Valuation Analysis based on Real Options with Price Spikes

DOI10.1007/978-3-642-12686-4_4zbMath1360.91090OpenAlexW81548989MaRDI QIDQ2974412

Michael Rosenberg, Joseph D. Bryngelson, Michael Baron, Alex D. Papalexopoulos

Publication date: 7 April 2017

Published in: Handbook of Power Systems II (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-12686-4_4

zbMATH Keywords

optionsspikestransmissionpricepowercongestionvaluationFTRs

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Economic time series analysis (91B84) Microeconomic theory (price theory and economic markets) (91B24) Corporate finance (dividends, real options, etc.) (91G50)

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