Spark spread options and the valuation of electricity generation assets

Proceedings of the Hawaii International Conference on System Sciences

Volumn , Issue , 1999, Pages 105-

  Deng, Shijie ^a   Johnson, Blake ^a   Sogomonian, Aram ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

BROWNIAN MOVEMENT; ELECTRIC POWER GENERATION; ELECTRIC POWER TRANSMISSION; RISK MANAGEMENT;

ABSTRACT ONLY; ELECTRICITY GENERATION ASSETS;

ELECTRIC INDUSTRY;

EID: 0032760881     PISSN: 10603425     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (0)