
Short-term valuation of power generation units using the spark spread option concept
- Auteur : Gregory Gilis
- Editeur : Academia
- Collection : Hors collection
- Parution : 13/03/2002
- EAN : 9782872096503
- 102 pages
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 |