Similar Search Results

Regime-switching energy price volatility : the role of economic policy uncertainty

Scarcioffolo, Alexandre Ribeiro; Etienne, Xiaoli Liao - In: International review of economics & finance : IREF 76 (2021), pp. 336-356

Persistent link: https://www.econbiz.de/10013175825

Gas storage valuation and hedging : a quantification of model risk

Hénaff, Patrick; Laachir, Ismail; Russo, Francesco - In: International Journal of Financial Studies : open … 6 (2018) 1, pp. 1-27

evaluate the associated model risk, and show not only that the valuation is strongly dependent upon the dynamics of the spot … significant residual price risk. …

Persistent link: https://www.econbiz.de/10011857266

Predicting natural gas futures' volatility using climate risks

Guo, Kun; Liu, Fengqi; Sun, Xiaolei; Zhang, Dayong; Ji, … - In: Finance research letters 55 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014473296

Uncertain energy model for electricity and gas futures with application in spark-spread option price

Mehrdoust, Farshid; Noorani, Idin; Xu, Wei - In: Fuzzy optimization and decision making : a journal of … 22 (2023) 1, pp. 123-148

Persistent link: https://www.econbiz.de/10014227971

Zur Wirtschaftlichkeitsanalyse gasbetriebener Motorkraftwerke : methodologische Probleme und Entwicklung eines Simulationsmodells

Bergschneider, Claus - 1994

Persistent link: https://www.econbiz.de/10013421386

Optimal transmission switching : economic efficiency and market implications

Hedman, Kory W.; Oren, Shmuel S.; O'Neill, Richard P. - In: Journal of regulatory economics 40 (2011) 2, pp. 111-140

Persistent link: https://www.econbiz.de/10009309033

Strategic power plant investment planning under fuel and carbon price uncertainty

Geiger, Ansgar - 2011

Persistent link: https://www.econbiz.de/10009311030

Estimation and optimization problems in power markets

Jensen, Katrin - 2012

Persistent link: https://www.econbiz.de/10009670512

Valuing fuel diversification in optimal investment policies for electricity generation portfolios

Sunderkoetter, Malte; Weber, Christoph - 2009

-Variance Portfolio (MVP) theory provides a consistent framework to valuate financial risks in power generation portfolios that allows to … peak-load pricing and MVP theory to derive optimal portfolios consisting of an arbitrary number of plant technologies given … understanding of the optimal investment policy and its risk characteristics compared to existing numerical methods. Furthermore, we …

Persistent link: https://www.econbiz.de/10010425868

Generation capacity adequacy

Cervigni, Guido; Commisso, Andrea; Perekhodtsev, Dmitri - In: The economics of electricity markets : theory and policy, (pp. 67-85). 2013

Persistent link: https://www.econbiz.de/10010505155