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Spot price modeling and the valuation of electricity forward contracts : the role of demand and capacity

Cartea, Álvaro; Villaplana, Pablo - In: Journal of banking & finance 32 (2008) 12, pp. 2502-2519

Persistent link: https://www.econbiz.de/10003795764

Modelling electricity prices with forward looking capacity constraints

Cartea, Álvaro; Figueroa, Marcelo G.; Geman, Hélyette - In: Applied mathematical finance 16 (2009) 1/2, pp. 103-122

Persistent link: https://www.econbiz.de/10003847150

Spot price modeling and the valuation of electricity forward contracts : the role of demand and capacity

Cartea, Álvaro (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003576389

How much should we pay for interconnecting electricity markets? : a real options approach

Cartea, Álvaro; González-Pedraz, Carlos - In: Energy economics 34 (2012) 1, pp. 14-30

Persistent link: https://www.econbiz.de/10009616358

Modelling electricity prices with forward looking capacity constraints

Cartea, Álvaro (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003631050

Pricing in electricity markets : a mean reverting jump diffusion model with seasonality

Cartea, Álvaro; Figueroa, Marcelo G. - In: Applied mathematical finance 12 (2005) 4, pp. 313-335

Persistent link: https://www.econbiz.de/10003229232

Pricing in electricity markets : a mean reverting jump diffusion model with seasonality

Cartea, Álvaro (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002811016

Modelling Electricity Prices with Forward Looking Capacity Constraints

Cartea, Álvaro - 2013

We present a spot price model for wholesale electricity prices which incorporates forward looking information that is available to all market players. We focus on information that measures the extent to which the capacity of the England and Wales generation park will be constrained over the next...

Persistent link: https://www.econbiz.de/10012711253