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Pricing summer day options by good-deal bounds
Kanamura, Takashi; Ōhashi, Kazuhiko - In: Energy economics 31 (2009) 2, pp. 289-297
Persistent link: https://www.econbiz.de/10003832251
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A structural model for electricity prices with spikes : measurement of spike risk and optimal policies for hydropower plant operation
Kanamura, Takashi; Ōhashi, Kazuhiko - In: Energy economics 29 (2007) 5, pp. 1010-1032
Persistent link: https://www.econbiz.de/10003603299
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On transition probabilities of regime switching in electricity prices
Kanamura, Takashi; Ōhashi, Kazuhiko - In: Energy economics 30 (2008) 3, pp. 1158-1172
Persistent link: https://www.econbiz.de/10003744850