Valuing virtual production capacities on flow commodities
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Publication:857950
DOI10.1007/S00186-006-0087-ZzbMATH Open1151.91570OpenAlexW2074370891MaRDI QIDQ857950FDOQ857950
Authors: Juri Hinz 
Publication date: 5 January 2007
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11850/404
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Cites Work
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- Title not available (Why is that?)
- Title not available (Why is that?)
- Pricing and Hedging Spread Options
- A DIFFUSION MODEL FOR ELECTRICITY PRICES
- Changes of numéraire, changes of probability measure and option pricing
- Electricity prices and power derivatives: evidence from the Nordic Power Exchange
- Modelling day‐ahead electricity prices
- Title not available (Why is that?)
- Pricing electricity risk by interest rate methods
Cited In (5)
- Pricing of Swing Options in a Mean Reverting Model with Jumps
- Optimal Quantization for the Pricing of Swing Options
- PRICING FLOW COMMODITY DERIVATIVES USING FIXED INCOME MARKET TECHNIQUES
- Risk management in power markets: the hedging value of production flexibility
- A review of the operations literature on real options in energy
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