An options pricing approach to ramping rate restrictions at hydro power plants

Shilei Niu, Margaret Insley

Year of publication:	February 2016
Authors:	Niu, Shilei ; Insley, Margaret
Published in:	Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 63.2016, p. 25-52
Subject:	Ramping rate \| Regime switching \| Hydro power plant \| Electricity \| Stochastic control \| Hamilton Jacobi Bellman-Partial Differential Equation \| Elektrizitätswirtschaft \| Electric power industry \| Kraftwerk \| Power plant \| Stochastischer Prozess \| Stochastic process \| Wasserkraftwerk \| Hydropower plant \| Optionspreistheorie \| Option pricing theory

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