Put Option Pricing and Its Effects on Day-Ahead Electricity Markets.

Hani Raouf Sheybani Majid Oloomi Buygi

Published in: IEEE Syst. J. (2018)

Keyphrases

electricity markets
option pricing
market clearing
electric power
software agents
unit commitment
bidding strategies
black scholes
stock price
wind power
power generation
market participants
business models
black scholes model
real option
decision analysis
short term
life cycle
long term