Electricity price modeling and asset valuation: a multi-fuel structural approach (Q356476): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(7 intermediate revisions by 5 users not shown) | |||
Property / author | |||
Property / author: René A. Carmona / rank | |||
Property / author | |||
Property / author: Daniel C. Schwarz / rank | |||
Property / author | |||
Property / author: René A. Carmona / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Daniel C. Schwarz / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91B24 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91B25 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91B84 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91B54 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6191713 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
electricity markets | |||
Property / zbMATH Keywords: electricity markets / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
structural model | |||
Property / zbMATH Keywords: structural model / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
forward prices | |||
Property / zbMATH Keywords: forward prices / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
spread options | |||
Property / zbMATH Keywords: spread options / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
power plant valuation | |||
Property / zbMATH Keywords: power plant valuation / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2123346183 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1205.2299 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A DIFFUSION MODEL FOR ELECTRICITY PRICES / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3521355 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Pricing and Hedging Spread Options / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Modelling Electricity Prices with Forward Looking Capacity Constraints / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Joint Modelling of Gas and Electricity Spot Prices / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4350437 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 17:02, 6 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Electricity price modeling and asset valuation: a multi-fuel structural approach |
scientific article |
Statements
Electricity price modeling and asset valuation: a multi-fuel structural approach (English)
0 references
25 July 2013
0 references
electricity markets
0 references
structural model
0 references
forward prices
0 references
spread options
0 references
power plant valuation
0 references