3

Storage Costs in Commodity Option Pricing

Year:
2010
Language:
english
File:
PDF, 398 KB
english, 2010
4

Optimal bid strategies for electricity auctions

Year:
2003
Language:
english
File:
PDF, 251 KB
english, 2003
5

Pricing electricity risk by interest rate methods

Year:
2005
Language:
english
File:
PDF, 327 KB
english, 2005
6

Risk-Neutral Models for Emission Allowance Prices and Option Valuation

Year:
2011
Language:
english
File:
PDF, 600 KB
english, 2011
7

Modelling day‐ahead electricity prices

Year:
2003
Language:
english
File:
PDF, 163 KB
english, 2003
8

Valuing virtual production capacities on flow commodities

Year:
2006
Language:
english
File:
PDF, 229 KB
english, 2006
9

A revenue-equivalence theorem for electricity auctions

Year:
2004
Language:
english
File:
PDF, 145 KB
english, 2004
10

Jump-Diffusion Modeling in Emission Markets

Year:
2011
Language:
english
File:
PDF, 428 KB
english, 2011
14

A method for portfolio choice

Year:
2003
Language:
english
File:
PDF, 157 KB
english, 2003
15

Quantitative Modeling of Emission Markets

Year:
2010
Language:
english
File:
PDF, 410 KB
english, 2010
16

A Revenue-Equivalence Theorem for Electricity Auctions

Year:
2004
Language:
english
File:
PDF, 1.16 MB
english, 2004
17

A revenue-equivalence theorem for electricity auctions

Year:
2004
Language:
english
File:
PDF, 170 KB
english, 2004
19

Optimal Stochastic Control and Carbon Price Formation

Year:
2009
Language:
english
File:
PDF, 1.92 MB
english, 2009
21

Optimal Stochastic Switching under Convexity Assumptions

Year:
2014
Language:
english
File:
PDF, 399 KB
english, 2014
22

Optimizing a Portfolio of Power-Producing Plants

Year:
2003
Language:
english
File:
PDF, 1.05 MB
english, 2003
25

Using Convex Switching Techniques for Partially Observable Decision Processes

Year:
2015
Language:
english
File:
PDF, 262 KB
english, 2015
26

On fair pricing of emission-related derivatives

Year:
2010
Language:
english
File:
PDF, 221 KB
english, 2010
31

Market Design for Emission Trading Schemes

Year:
2010
Language:
english
File:
PDF, 1.11 MB
english, 2010