메뉴 건너뛰기




Volumn 30, Issue 3, 2001, Pages 383-392

Exotic electricity options and the valuation of electricity generation and transmission assets

Author keywords

[No Author keywords available]

Indexed keywords

CONTRACTS; ELECTRIC POWER GENERATION; ELECTRIC POWER TRANSMISSION; ELECTRIC RATES; INDUSTRIAL ECONOMICS;

EID: 0035147848     PISSN: 01679236     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9236(00)00112-3     Document Type: Article
Times cited : (155)

References (11)
  • 1
    • 34248483578 scopus 로고
    • The pricing of commodity contracts
    • Sept.
    • Black F. The pricing of commodity contracts. Journal of Financial Economics. 3:1976;167-179. Sept.
    • (1976) Journal of Financial Economics , vol.3 , pp. 167-179
    • Black, F.1
  • 2
    • 85015692260 scopus 로고
    • The pricing of options and corporate liabilities
    • May-June
    • Black F., Scholes M. The pricing of options and corporate liabilities. Journal of Political Economy. 81:1973;637-659. May-June.
    • (1973) Journal of Political Economy , vol.81 , pp. 637-659
    • Black, F.1    Scholes, M.2
  • 6
    • 0003018848 scopus 로고    scopus 로고
    • Spark spread options are hot!
    • Elsevier Sciences, March
    • Hsu M. Spark spread options are hot! The Electricity Journal. 11(2):1998;1-12. Elsevier Sciences, March.
    • (1998) The Electricity Journal , vol.11 , Issue.2 , pp. 1-12
    • Hsu, M.1
  • 7
    • 84977359121 scopus 로고
    • The value of an option to exchange one asset for another
    • Margrabe W. The value of an option to exchange one asset for another. Journal of Finance. 33(1):1978;177-186.
    • (1978) Journal of Finance , vol.33 , Issue.1 , pp. 177-186
    • Margrabe, W.1
  • 9
    • 84978595212 scopus 로고
    • Options on futures spreads: Hedging, speculation and valuation
    • Shimko D. Options on futures spreads: hedging, speculation and valuation. Journal of Futures Markets. 14(2):1994;183-213.
    • (1994) Journal of Futures Markets , vol.14 , Issue.2 , pp. 183-213
    • Shimko, D.1
  • 10
    • 0000235095 scopus 로고
    • Valuing risky projects: Option pricing theory and decision analysis
    • Smith J.E., Nau R.F. Valuing risky projects: option pricing theory and decision analysis. Management Science. 41(no.5):1995;795-816.
    • (1995) Management Science , vol.41 , Issue.NO.5 , pp. 795-816
    • Smith, J.E.1    Nau, R.F.2
  • 11
    • 0000792991 scopus 로고    scopus 로고
    • The stochastic behavior of commodity prices: Implications for valuation and hedging
    • Schwartz E.S. The stochastic behavior of commodity prices: implications for valuation and hedging. Journal of Finance. 52(3):1997;923-973.
    • (1997) Journal of Finance , vol.52 , Issue.3 , pp. 923-973
    • Schwartz, E.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.