Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity
Year of publication: |
2007-11
|
---|---|
Authors: | Cartea, Alvaro ; Conde, Pablo Villaplana |
Institutions: | Birkbeck, Department of Economics, Mathematics & Statistics |
Subject: | power prices | demand | capacity | forward premium | forward bias | market price of capacity risk | market price of demand risk | PJM | England and Wales | Nord Pool |
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