Time-series and real options analysis of energy markets
After the deregulation of electricity industries on the premise of increasing economic efficiency, market participants have been exposed to financial risks due to uncertain energy prices. Using time-series analysis and the real options approach, we focus on modelling energy prices and optimal decisi...
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University College London (University of London)
2010
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.565020 |