UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts
Year of publication: |
2006-09
|
---|---|
Authors: | Cartea, Alvaro ; Williams, Thomas |
Institutions: | Birkbeck, Department of Economics, Mathematics & Statistics |
Subject: | Interruptible supply contracts | gas markets | commodities | market price of short-term and long-term risk | multi-exercise Bermudan options | convenience yield |
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