Pricing fast-responding electric storage assets in the presence of negative prices and price spikes : a simulation-and-regression approach
Sang Baum Kang, Mark T. Klein and Jialin Zhao
| Year of publication: |
2019
|
|---|---|
| Authors: | Kang, Sang Baum ; Klein, Mark T. ; Zhao, Jialin |
| Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 12.2019, 1, p. 19-41
|
| Subject: | electricity storage | batteries | real-time power trading | simulation-and-regression approach | least-squares Monte Carlo (LSMC) | Strompreis | Electricity price | Elektrizitätswirtschaft | Electric power industry | Lagermanagement | Warehouse management | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Lager | Storage facility |
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