Uncertain energy model for electricity and gas futures with application in spark-spread option price
Farshid Mehrdoust, Idin Noorani, Wei Xu
| Year of publication: |
2023
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|---|---|
| Authors: | Mehrdoust, Farshid ; Noorani, Idin ; Xu, Wei |
| Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-2908, ZDB-ID 2065595-2. - Vol. 22.2023, 1, p. 123-148
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| Subject: | Energy markets | Futures | Parameter estimation | Spark-spread option | Uncertainty theory | Energiemarkt | Energy market | Optionspreistheorie | Option pricing theory | Erdgasmarkt | Natural gas market | Derivat | Derivative | Elektrizitätswirtschaft | Electric power industry | Risiko | Risk | Energiewirtschaft | Energy sector |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10700-022-09386-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014227971