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Volumn 2, Issue , 2003, Pages 869-873
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Pricing the Hidden Options in Power Contracts: A Case with Tolling Agreements
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Author keywords
Electricity contract pricing; Electricity options pricing; Real options; Risk management; Spark spread; Tolling agreement
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Indexed keywords
ELECTRICITY CONTRACT PRICING;
ELECTRICITY OPTIONS PRICING;
REAL OPTIONS;
SPARK SPREAD;
TOLLING AGREEMENT;
CONTRACTS;
DYNAMIC PROGRAMMING;
ELECTRIC POWER PLANTS;
ELECTRIC POWER SYSTEMS;
ELECTRIC RATES;
FUEL ECONOMY;
LEAST SQUARES APPROXIMATIONS;
MARKETING;
MONTE CARLO METHODS;
PROBLEM SOLVING;
PURCHASING;
RISK MANAGEMENT;
ELECTRIC UTILITIES;
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EID: 1542269736
PISSN: None
EISSN: None
Source Type: Conference Proceeding
DOI: None Document Type: Conference Paper |
Times cited : (9)
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References (8)
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