- Résumé
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Résumé
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.
- Caractéristiques
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ISBN13 978-2-87209-650-3 EAN 9782872096503 Titre Short-term valuation of power generation units using the spark spread option concept Date de parution 13/03/2002 Nombre de pages 102 Type d'ouvrage Autres documents Support Livre Langue Anglais Auteur(s) Gregory Gilis Editeur / Collection / Sous-collection Academia / Hors collection ISBN10 2-87209-650-7 Format Papier