Titlebook: Valuation, Hedging and Speculation in Competitive Electricity Markets; A Fundamental Approa Petter L. Skantze,Marija D. Ilic Book 2001 Kluw

aerobic

Book 2001lack of historical market data on which to test new modeling approaches, and a continuously changing regulatory structure. Meeting these challenges will require the knowledge and experience of both the engineering and finance communities. Yet the two communities continue to largely ignore each other

Notorious

AND

Modeling Locational Price Differences, investment opportunities in transmission assets, thus allowing a for-profit transmission provider to arrive at a market based valuation of a potential investment, based on observed forward and derivative prices.

Buttress

Valuing Generation Assets,performed by modeling the generator as a spread option between the price of the fuel used and the price of electricity [44]. The payoff from such an option is given by.where . is the price of electricity and C is the cost marginal cost of production as a function of the fuel price ..

Indolent

Overview of Valuation and Hedging Theory,be summed up as commitment problems, since they involve some form of physical or financial commitment from the firm in question. They include investment in physical assets, agreements to deliver electricity to customers over a specified period, bilateral financial agreements, and numerous exchange traded derivatives based on electricity prices.

Bricklayer

金丝雀

Optimal Futures Market Strategies for Energy Service Providers,ied to help market participants optimize their decision making under uncertainty. This chapter will address the problems facing energy service providers. In Chapter 8 we address the supply side of the market.

Myosin

978-1-4613-5685-1Kluwer Academic Publishers 2001

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Power Electronics and Power Systemshttp://image.papertrans.cn/v/image/980304.jpg