We propose a joint modeling of spot electricity prices, forwards prices and other derivative prices, using recent … developments in discrete time asset pricing methods based on the notions of stochastic discount factor and of compound …

as relationship between electricity consumption, prices and growth. Results show that GDP and energy consumption as well …Access to modern energy is believed to be a prerequisite for sustainable development, poverty alleviation and the … the relationship between energy consumption and economic growth that we remain largely unsure of the cause …

Since the late 90s,, European industries of electricity and gas have been subject to a process of concentration at both … the properties of the energy industry with new market structures in terms of dynamic efficiency (the ability to ensure …

This note analyzes some properties of optional two-part pricing in a two-type economy. First, the optimal contracts …

every x ∈ Q. The customers know the pricing pattern p and may shop at any place y, paying the cost p(y) and additionally a … mathematical framework and we obtain an existence result for a pricing strategy which maximizes the total profit of the agent. We …