Valuing virtual production capacities on flow commodities

Mathematical Methods of Operations Research

Volumn 64, Issue 2, 2006, Pages 187-209

  Hinz, Juri ^a  

^a ETH ZURICH   (Switzerland)

Author keywords

Electricity risk; Energy economics; Futures markets; Power derivatives; Swing option

Indexed keywords

CONTRACTS; MATHEMATICAL TRANSFORMATIONS; PRODUCTION CONTROL; RISK ASSESSMENT; RISK MANAGEMENT;

FLOW COMMODITIES; PRICE DYNAMICS; PRODUCTION CAPACITIES; STORABILITY RESTRICTIONS;

PUBLIC UTILITIES;

EID: 33749025569     PISSN: 14322994     EISSN: 14325217     Source Type: Journal    
DOI: 10.1007/s00186-006-0087-z     Document Type: Article

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