Electricity swing options: Behavioral models and pricing

European Journal of Operational Research

Volumn 197, Issue 3, 2009, Pages 1041-1050

  Pflug, Georg C ^a   Broussev, Nikola ^a  

^a UNIVERSITY OF VIENNA   (Austria)

Author keywords

Behavioral model; Equilibrium price; OR in energy; Pricing; Stochastic programming; Swing option

Indexed keywords

OPERATING ROOMS; RANDOM PROCESSES; STOCHASTIC MODELS; STOCHASTIC PROGRAMMING;

BEHAVIORAL MODEL; EQUILIBRIUM PRICE; OR IN ENERGY; PRICING; SWING OPTION;

COSTS;

EID: 61849156835     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2007.12.047     Document Type: Article

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