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Volumn 28, Issue 3, 2006, Pages 275-287

Commodity storage valuation: A linear optimization based on traded instruments

Author keywords

Asset valuation; Commodity valuation; Natural gas; Real options; Storage

Indexed keywords

COMMERCE; MARKETING; OPTIMIZATION; RESOURCE VALUATION;

EID: 33646150902     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2006.02.009     Document Type: Article
Times cited : (9)

References (7)
  • 1
    • 33646126000 scopus 로고    scopus 로고
    • Berkelaar, Michel, Kjell Eikland, Peter Notebaert, LP_solve, Open source (Mixed-Integer) Linear Programming system programs and help files, http://groups.yahoo.com/group/lp_solve/.
  • 3
    • 33646128154 scopus 로고    scopus 로고
    • A Multi-Factor Model for Energy Derivatives
    • www.lacimagroup.com
    • Clewlow L., and Strickland C. A Multi-Factor Model for Energy Derivatives. Working Paper (1999). http://www.lacimagroup.com www.lacimagroup.com
    • (1999) Working Paper
    • Clewlow, L.1    Strickland, C.2
  • 4
    • 33646121888 scopus 로고    scopus 로고
    • Strategic Petroleum Reserve, Department of Energy March, Revision 2 - November 2002, http://www.spr.doe.gov/reports/docs/CrudeOilAssayManual.pdf (downloaded 5/2004)
    • Crude Oil Assay Manual. 2nd edition (2002), Strategic Petroleum Reserve, Department of Energy. http://www.spr.doe.gov/reports/docs/CrudeOilAssayManual.pdf March, Revision 2 - November 2002, http://www.spr.doe.gov/reports/docs/CrudeOilAssayManual.pdf (downloaded 5/2004)
    • (2002) Crude Oil Assay Manual. 2nd edition
  • 6
    • 84971954277 scopus 로고
    • Bond pricing and the term structure of interest rates: a discrete time approximation
    • Heath D., Jarrow R., and Morton A. Bond pricing and the term structure of interest rates: a discrete time approximation. Journal of Financial and Quantitative Analysis 25 4 (1990) 419-440
    • (1990) Journal of Financial and Quantitative Analysis , vol.25 , Issue.4 , pp. 419-440
    • Heath, D.1    Jarrow, R.2    Morton, A.3
  • 7
    • 33646158116 scopus 로고    scopus 로고
    • The Basics of Undergound natural gas storage, Energy Information Administration, Department of Energy, http://www.eia.doe.gov/pub/oil_gas/natural_gas/analysis_publications/storagebasics/storagebasics.html (downloaded 4/2004).


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.