Combining option theory with modeling for bilateral optional electricity forward contracts

Dianli Xitong Zidonghue/Automation of Electric Power Systems

Volumn 25, Issue 21, 2001, Pages 28-32

  Zhang, S ^a   Li, Y ^a   Wang, C ^a   Yan, M ^a  

^a SHANGHAI UNIVERSITY   (China)

Author keywords

Bilateral optional forward contracts; Electricity markets; Equilibrium model; Option theory

Indexed keywords

CONTRACTS; COST BENEFIT ANALYSIS; ELECTRIC UTILITIES; INDUSTRIAL ECONOMICS;

BILATERAL OPTIONAL ELECTRICITY FORWARD CONTRACTS; OPTION THEORY;

RISK MANAGEMENT;

EID: 0035841538     PISSN: 10001026     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (7)

1. The trouble with electricity markets (and some solutions)
2. Markets and pricing for interruptible electric power
3. Optional forward contracts for electric power markets
4. Risk modeling in energy contracts between host utilities and BOT plant investors