Electricity market coupling and the pricing of transmission rights : an option-based approach
Year of publication: |
2015 ; This version: June 2015
|
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Authors: | Mahringer, Steffen ; Füss, Roland ; Prokopczuk, Marcel |
Publisher: |
St. Gallen : School of Finance, Univ. of St. Gallen |
Subject: | Transmission Rights Valuation | Fundamental Model | Multi-Market Modeling | Derivatives Pricing | Energy Market Coupling | Energiemarkt | Energy market | Elektrizitätsversorgung | Electricity supply | Strompreis | Electricity price | Derivat | Derivative | Elektrizitätswirtschaft | Electric power industry | Optionspreistheorie | Option pricing theory |
Extent: | Online-Ressource (49 S.) graph. Darst. |
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Series: | Working papers on finance. - Sankt Gallen, ZDB-ID 2252526-9. - Vol. 2015,12 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: PDF Reader |
Other identifiers: | 10.2139/ssrn.2509239 [DOI] |
Classification: | Q4 - Energy ; Q41 - Demand and Supply ; d47 |
Source: | ECONIS - Online Catalogue of the ZBW |
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