Short-term valuation of power generation units using the spark spread option concept

24,76 €
Expédié sous 2 à 5 jours

The book describes some aspects of the gas and power markets in Europe, points out and explains the relevant academic literature on asset valuation and explores a pricing model wich can be used Spark Spread Options i.e. generation units. The model is calibrated according to the physical reality of gas-fired plants as well as prevailing market conditions, leading to a value for power plants at different European locations.

EAN 9782872096503
ISBN 978-2-87209-650-3
Date de parution 13/03/2002
Nombres de pages 102
Type d’ouvrage Documents
Support Livre
Langue Anglais
Auteur(s) Gregory Gilis
Editeur Academia
Collection Hors collection
Format Papier
Short-term valuation of power generation units using the spark spread option concept
Short-term valuation of power generation units using the spark spread option concept
24,76 €