What can be learned from the free destination option in the LNG imbroglio?
Year of publication: |
2020
|
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Authors: | Baba, Amina ; Creti, Anna ; Massol, Olivier |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 89.2020, p. 1-20
|
Subject: | Destination flexibility option | LNG arbitrage | Monte Carlo simulation | TVAR | Volatility | Monte-Carlo-Simulation | Flüssiggas | Liquefied natural gas | Optionspreistheorie | Option pricing theory | Volatilität |
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