Put Option Pricing and Its Effects on Day-Ahead Electricity Markets
Sign Up to like & getrecommendations! Published in 2018 at "IEEE Systems Journal"
DOI: 10.1109/jsyst.2017.2764738
Abstract: In this paper, the impacts of strike and premium prices of put option contracts on put option and day-ahead electricity markets are studied. To this end, first a comprehensive equilibrium model for a joint put… read more here.
Keywords: option day; option; day ahead; put option ... See more keywords