Valuing virtual production capacities on flow commodities
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Publication:857950
DOI10.1007/s00186-006-0087-zzbMath1151.91570OpenAlexW2074370891MaRDI QIDQ857950
Publication date: 5 January 2007
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11850/404
Related Items (5)
A review of the operations literature on real options in energy ⋮ PRICING FLOW COMMODITY DERIVATIVES USING FIXED INCOME MARKET TECHNIQUES ⋮ Pricing of Swing Options in a Mean Reverting Model with Jumps ⋮ Optimal Quantization for the Pricing of Swing Options ⋮ Risk management in power markets: the hedging value of production flexibility
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- Modelling day‐ahead electricity prices
- Changes of numéraire, changes of probability measure and option pricing
- Pricing electricity risk by interest rate methods
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