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Ėnergoemkostʹ ėkonomiki i ceny na ėnergonositeli : globalʹnye tendencii /Institut Sistem Ėnergetiki im. L. A. Melentʹeva SO RAN. Ju. D. Kononov ...

Kononov, Jurij D.; Galʹperova, Elena Vasilʹevna; … - 1999

Persistent link: https://www.econbiz.de/10001434924

Affine-structure models and the pricing of energy commodity derivatives

Kyriakou, Ioannis; Nomikos, Nikos K.; Papapostolou, Nikos C. - In: European financial management : the journal of the … 22 (2016) 5, pp. 853-881

Persistent link: https://www.econbiz.de/10011713164

Slim handelen voorkomt stroomcrisis

Jong, C. de; Steenbeek, Onno - In: Economisch statistische berichten : ESB 86 (2001), pp. 452-454

Persistent link: https://www.econbiz.de/10001592851

Electricity spot and derivatives pricing when markets are interconnected

Füss, Roland; Mahringer, Steffen; Prokopczuk, Marcel - 2013 - This version: Sept. 2013

Increasing interconnectivity between electricity wholesale markets requires an efficient allocation scheme in order to provide access to scarce cross-border transmission capacities. The explicit schemes have primarily induced economically inefficient interconnector use given that flows have to...

Persistent link: https://www.econbiz.de/10010410471

Fair Pricing of Energy Derivatives - A Comparative Study

Hamada, Mahmoud - 2014

resulting in a less volatile hedged exposure to the under lying. With the importance of derivative trading for market … participants, consistent methods of derivative pricing become important.This paper is a comparative study of two existing … underlying spot price, combined with extreme value theory, and the SDE approach based on no-arbitrage theory utilising …

Persistent link: https://www.econbiz.de/10013068675