Real option valuation for reserve capacity
type: Item
instance of: scholarly article
title: Real option valuation for reserve capacity
zbMATH Open document ID: 1395.91462
author: John Moriarty
author: Jan Palczewski
published in: European Journal of Operational Research
publication date: 2018-05-24T00:00:00Z
full work available at URL: master-EJOR.pdf
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6872925
zbMATH Keywords: applied probability
zbMATH Keywords: OR in energy
zbMATH Keywords: real option
zbMATH Keywords: power system balancing
zbMATH Keywords: capacity market
MaRDI profile type: Publication
OpenAlex ID: W3124434418
Wikidata QID: Q59889976
cites work: Renewable energy investments under different support schemes: a real options approach
cites work: Q3150773
cites work: Optimal Multiple Stopping of Linear Diffusions
cites work: Valuation of energy storage: an optimal switching approach
cites work: On the optimal stopping problem for one-dimensional diffusions.
cites work: Q5342182
cites work: Capacity market design options: a dynamic capacity investment model and a GB case study
cites work: Electric load forecasting methods: tools for decision making
cites work: Q4794126
cites work: Q3378055
cites work: Pricing of fluctuations in electricity markets
cites work: Buy-low and sell-high investment strategies
cites work: Trading a mean-reverting asset: buy low and sell high
cites work: Stock trading: an optimal selling rule
DOI: 10.1016/J.EJOR.2016.07.003
description: scientific article; zbMATH DE number 6872925