Bjerksund, Petter; Stensland, Gunnar; Vagstad, Frank - Institutt for foretaksøkonomi, Norges Handelshøyskole … - 2008
The existence of a financial gas market motivates the analysis of gas storage as a separate asset, using the market value context for utilization and valuation. In the recent literature, gas storage is typically analysed within a framework with a simple one-factor price dynamics that is solved...