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Capacity payment mechanisms and investment incentives in restructured electricity markets

Brown, David P. - 2014

Persistent link: https://www.econbiz.de/10010531293

Value of an option to purchase electric power - the case of uncertain consumption

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Forward models and options in electricity markets

Rodriguez, Jesús Francisco - 2005

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Three essays in dynamic economic analysis

Scholz, Sebastian - 2010

Persistent link: https://www.econbiz.de/10003986027

Derivatives and default risk

Scholz, Sebastian - 2010

Upstream producers that possess market power, sell forwards with a lengthy duration to regional electricity companies … (REC). As part of the liberalization of the electricity market, RECs have been privatized and exposed to a possible … welfare maximizing market instrument. …

Persistent link: https://www.econbiz.de/10003951795

Cross hedging within a log mean reverting model

Njoh, Samuel - In: International journal of theoretical and applied finance 10 (2007) 5, pp. 887-914

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Optimal supply functions in electricity markets with option contracts and non-smooth costs

Anderson, Edward J.; Xu, Huifu - In: Mathematical methods of operations research 63 (2006) 3, pp. 387-411

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Basics of electricity derivative pricing in competitive markets

Vehviläinen, Iivo - In: Applied mathematical finance 9 (2002) 1, pp. 45-60

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Robust estimation of integrated variance and quarticity under flat price and no trading bias

Schulz, Frowin C. - 2010 - 2nd version: August 7, 2010

. Additionally, we examine the new approach empirically with a dataset of electricity forward contracts traded on the Nord Pool … ; Zero-Returns ; Price Jumps ; Robust Estimation ; High-Frequency Data ; Electricity Forward Contract …

Persistent link: https://www.econbiz.de/10008939379

Optimale Strategien zum Management von Elektrizitätsrisiken mit Futures : eine empirische Analyse mit multivariaten GARCH-Modellen

Rodt, Marc - 2003 - 1. Aufl.

Seit der zweiten Hälfte der 90er Jahre schreitet die Liberalisierung der europäischen Elektrizitätsmärkte voran. Damit einher geht die Gründung von Handelsplattformen für Elektrizität, an denen überwiegend Erzeuger und Händler agieren. Die Liberalisierung führt einerseits zu...

Persistent link: https://www.econbiz.de/10013433126

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