Risk management in power markets: The Hedging value of production flexibility
10.1016/j.ejor.2009.01.067
Saved in:
Main Authors: | Doege, J., Fehr, M., Hinz, J., Lüthi, H.-J., Wilhelm, M. |
---|---|
Other Authors: | MATHEMATICS |
Format: | Article |
Published: |
2014
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/104064 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Risk-neutral models for emission allowance prices and option valuation
by: Carmona, R., et al.
Published: (2014) -
Wind-thermal power system dispatch using MLSAD model and GSOICLW algorithm
by: Li, Yuan Zheng, et al.
Published: (2017) -
On fair pricing of emission-related derivatives
by: Hinz, J., et al.
Published: (2014) -
Storage costs in commodity option pricing
by: Hinz, J., et al.
Published: (2014) -
Optimum power flow using flexible genetic algorithm model in practical power systems
by: Malik, I.M., et al.
Published: (2014)