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We propose and investigate a valuation model for the income of selling tradeable green certificates (TGCs) in the Swedish-Norwegian market, formulated as a singular stochastic control problem. Our model takes into account the production rate of renewable energy from a "typical" plant, the...
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Structural models for forward electricity prices are of great relevance nowadays, given the major structural changes in the market due to the increase of renewable energy in the production mix. In this study, we derive a spatio-temporal dynamical model based on the Heath-Jarrow-Morton (HJM)...
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