On hedging spark spread options in electricity markets.
Lide LiPaul R. KleindorferPublished in: Risk Decis. Anal. (2009)
Keyphrases
- electricity markets
- option pricing
- payoff functions
- electric power
- software agents
- unit commitment
- agent based simulation
- stock price
- wind power
- market clearing
- decision analysis
- bidding strategies
- power generation
- financial markets
- real option
- market participants
- profit maximizing
- real world
- database
- competitive market
- business models