Essays about: "Electricity Futures and Options"

Found 3 essays containing the words Electricity Futures and Options.

  1. 1. Robust BECCS deployment strategies under deep uncertainty : A case study of Stockholm Exergi

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Oscar Stenström; [2023]
    Keywords : Bioenergy carbon capture and storage; BECCS; decision making under deep uncertainty; DMDU; Dynamic Adaptive Planning; DAP; Robust Decision Making; RDM; Bioenergy carbon capture and storage; BECCS; decision making under deep uncertainty; DMDU; Dynamic Adaptive Planning; DAP; Robust Decision Making; RDM;

    Abstract : The most recent IPCC assessment shows that negative emissions (NEs) and carbon dioxide removal (CDR) technologies are becoming increasingly important in scenarios that limit global warming to 2 °C or lower. In these scenarios, one key set of CDR technologies is bioenergy carbon capure and storage (BECCS). READ MORE

  3. 2. Evaluation of Hedging Strategies of Asian Options on Electricity at Nord Pool

    University essay from KTH/Matematisk statistik

    Author : Ella Zackrisson; [2015]
    Keywords : Hedging strategies; Asian Options; Electricity;

    Abstract : This thesis empirically evaluates a geometric Brownian motion and a stochastic volatility model for modeling futures prices and hedging Asian call options on the electricity spot price. Estimation of parameters for the models is done based on historical futures prices of futures contracts with a one month delivery period using nonlinear regression and Maximum Likelihood techniques. 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