Essays about: "financial derivatives on electricity."

Found 4 essays containing the words financial derivatives on electricity..

  1. 1. Modelling Seasonalities of HPFCs Using a Parametric Approach

    University essay from Lunds universitet/Matematisk statistik

    Author : Reza Rastegar; Lucas Svantesson; [2019]
    Keywords : Power Markets; Hourly Price Forward Curves; Seasonality; Electricity Spot Price; Mathematics and Statistics;

    Abstract : Electricity differs from other commodities in that it cannot be stored. This non-storability characteristic results in traditional pricing methods for commodities not being applicable for electricity. An alternative pricing method is therefore needed and the solution is the Hourly Price Forward Curve (HPFC). READ MORE

  3. 2. Optimization of hydro power on the Nordic electricity exchange using financial derivatives

    University essay from KTH/Matematisk statistik

    Author : Viktor Enoksson; Fredrik Svedberg; [2015]
    Keywords : Optimization; hydro power; linear programming; stochastic programming; scenario construction; stochastic inflow modeling; financial derivatives on electricity.;

    Abstract : Since the deregulation of the Nordic electricity market in 1996, electricity has become one of the most traded commodities in the Nordic region. The electricity price is characterized by large fluctuations as the supply and demand of electricity are seasonally dependent. READ MORE

  4. 3. Numerical Methods for Pricing Swing Options in the Electricity Market

    University essay from Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)

    Author : Matilda Guo; Maria Lapenkova; [2010]
    Keywords : Financial Mathematics; Numerical methods; Swing options; Electricity market;

    Abstract : Since the liberalisation of the energy market in Europe in the early 1990s, much opportunity to trade electricity as a commodity has arisen. One significant consequence of this movement is that market prices have become more volatile instead of its tradition constant rate of supply. READ MORE

  5. 4. Emission allowance origination and trading : How does it affect ABB and its Group Treasury Operations?

    University essay from Produktionsekonomi; Institutionen för ekonomisk och industriell utveckling

    Author : Jonas Lindqvist; Linus Lund; [2009]
    Keywords : ;

    Abstract : The purpose of the thesis is to determine how ABB’s treasury department (GTO) should respond to an increasing awareness and interest in the carbon credit markets. Emission caps have been introduced on national levels and also for certain industries in Europe as a consequence of the Kyoto Protocol. READ MORE