How much should we pay for interconnecting electricity markets? : a real options approach
Year of publication: |
2012
|
---|---|
Authors: | Cartea, Álvaro ; González-Pedraz, Carlos |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 1, p. 14-30
|
Subject: | Real options | Bull Call Spread | Interconnector | Electricity prices | Jumps | Jump filter | Realoptionsansatz | Real options analysis | Strompreis | Electricity price | Optionspreistheorie | Option pricing theory | Elektrizitätswirtschaft | Electric power industry | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Derivat | Derivative |
-
Pape, Christian, (2018)
-
Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay, (2021)
-
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika, (2020)
- More ...
-
How much should we pay for interconnecting electricity markets? : a real options approach
Cartea, Álvaro, (2010)
-
How much should we pay for interconnecting electricity markets? A real options approach
Cartea, Álvaro, (2012)
-
How much should we pay for interconnecting electricity markets? A real options approach
Cartea, Álvaro, (2010)
- More ...