Basics of electricity derivative pricing in competitive markets

ISSN： 1466-4313

Source： Applied Mathematical Finance, Vol.9, Iss.1, 2002-03, pp. : 45-60

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality

By Cartea Álvaro Figueroa Marcelo

Applied Mathematical Finance, Vol. 12, Iss. 4, 2005-12 ,pp. : 313-335

Routledge Ltd

Access to resources Recommend Favorite

Asymptotic pricing in large financial markets

By Baran Michał

Mathematical Methods of Operations Research, Vol. 66, Iss. 1, 2007-08 ,pp. : 1-20

Springer Publishing Company

Access to resources Recommend Favorite

A reinforcement learning approach to competitive ordering and pricing problem

EXPERT SYSTEMS (ELECTRONIC), Vol. 32, Iss. 1, 2015-02 ,pp. : 39-48

John Wiley & Sons Inc

Access to resources Recommend Favorite

Nash equilibria in electricity markets with discrete prices

By Anderson E. J.

Mathematical Methods of Operations Research, Vol. 60, Iss. 2, 2004-10 ,pp. : 215-238

Springer Publishing Company

Access to resources Recommend Favorite

Designing electricity markets for a high penetration of variable renewables

WILEY INTERDISCIPLINARY REVIEWS: ENERGY AND ENVIRONMENT (ELECTRONIC), Vol. 4, Iss. 3, 2015-05 ,pp. : 279-289

John Wiley & Sons Inc

Access to resources Recommend Favorite