Linepack storage valuation under price uncertainty

Energy

Volumn 52, Issue , 2013, Pages 155-164

  Arvesen, Ø ^a   Medbo V ^a   Fleten, S E ^a   Tomasgard, A ^a   Westgaard, S ^a  

^a NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

Author keywords

Electricity prices; Gas storage valuation; Linepack; Natural gas prices; Power plant; Regime switching models

Indexed keywords

MONTE CARLO METHODS; NATURAL GAS; PIPELINES; POWER PLANTS;

ELECTRICITY PRICES; GAS STORAGE; LINEPACK; NATURAL GAS PRICE; REGIME-SWITCHING MODELS;

COSTS;

GAS STORAGE; GAS TRANSPORT; LEAST SQUARES METHOD; MARKOV CHAIN; MONTE CARLO ANALYSIS; NATURAL GAS; PIPELINE; POWER PLANT; PRICE DYNAMICS; UNCERTAINTY ANALYSIS;

EID: 84875804340     PISSN: 03605442     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.energy.2012.12.031     Document Type: Article

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