Employee stock options (ESOs) are highly exotic derivatives including various forms of call options and performance shares. Much effort in the academic literature has been devoted to modelling employee risk aversion and early exercise of ESOs and less attention has been paid to the effects of...

Solar generation has increased dramatically over recent years, breaking world records for meeting 100\% of the electricity demand on occasion in Australia’s National Electricity Market (NEM). Solar output variability coupled with the rooftop solar impact on demand as a behind-the-meter...

Australia's National Electricity Market (NEM) is experiencing one of the world's fastest and marked transitions toward variable renewable energy generation. This transformation poses challenges to system security and reliability and has triggered increased variability and uncertainty in...