How much should we pay for interconnecting electricity markets? : a real options approach
Álvaro Cartea; Carlos González-Pedraz
| Year of publication: |
2012
|
|---|---|
| Authors: | Cartea, Álvaro ; González-Pedraz, Carlos |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 1, p. 14-30
|
| Subject: | Real options | Bull Call Spread | Interconnector | Electricity prices | Jumps | Jump filter | Realoptionsansatz | Real options analysis | Strompreis | Electricity price | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Elektrizitätswirtschaft | Electric power industry | Optionsgeschäft | Option trading | Elektrizitätsversorgung | Electricity supply |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009616358