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Volumn 4, Issue 6, 2003, Pages 666-671

Electricity price model with consideration to load and gas price effects

Author keywords

Electricity market; Electricity price; Gas; Stochastic process

Indexed keywords

BROWNIAN MOVEMENT; ELECTRIC LOADS; ELECTRICITY; GAS FUELS; MARKETING; STOCHASTIC PROGRAMMING;

EID: 1342347950     PISSN: 10093095     EISSN: None     Source Type: Journal    
DOI: 10.1631/jzus.2003.0666     Document Type: Article
Times cited : (1)

References (7)
  • 2
    • 0009649324 scopus 로고    scopus 로고
    • Stochastic financial models for electricity derivatives
    • Ph.D Dissertation, Standford University
    • Barz, G., 1999. Stochastic Financial Models for Electricity Derivatives. Ph. D Dissertation, Standford University.
    • (1999)
    • Barz, G.1
  • 5
    • 0012556536 scopus 로고    scopus 로고
    • Stochastic models of energy commodity prices and their applications: Mean-reversion with jumps and spikes
    • University of California, Berkeley campus
    • Deng, S. J., 2000. Stochastic Models of Energy Commodity Prices and their Applications: Mean-reversion with Jumps and Spikes. Working Paper of the Program on Workable Energy Regulation (POWER), University of California, Berkeley campus.
    • (2000) Working Paper of the Program on Workable Energy Regulation (POWER)
    • Deng, S.J.1
  • 6
    • 0002177194 scopus 로고
    • Numerical procedures for implementing term structure models. I: Single factor models
    • Hull, J. and White, A., 1994. Numerical procedures for implementing term structure models I: single factor models. Journal of Derivatives, 2(1): 7-16.
    • (1994) Journal of Derivatives , vol.2 , Issue.1 , pp. 7-16
    • Hull, J.1    White, A.2
  • 7
    • 1342337598 scopus 로고    scopus 로고
    • Forecasting spot prices for the European power market
    • EWI Working Paper 98/2, University of Cologne
    • Kreuzberg, M., 1999. Forecasting Spot Prices for the European Power Market. EWI Working Paper 98/2, Institute of Energy Economics, University of Cologne.
    • (1999) Institute of Energy Economics
    • Kreuzberg, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.