Essays about: "Energy derivative pricing"
Found 3 essays containing the words Energy derivative pricing.
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1. Powering up profits - Integrating Power Purchase Agreements and Battery Systems for Nordic Power Futures
University essay from Lunds universitet/Institutionen för energivetenskaperAbstract : This master’s thesis aims to assess the profitability and the factors impacting the profitability of entering a short position in financial derivative contracts on the Nordic power market while procuring electricity through a pay-as-produced power purchase contract and on the day-ahead (DA) market, simultaneously the strategy utilizes a battery storage system to mitigate the effects of price spikes. The research adopted a mixed-method approach by combining quantitative analysis with qualitative findings. READ MORE
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2. Energy Derivatives Pricing
University essay from Tillämpad matematik och fysik (MPE-lab)Abstract : In this paper we examine energy derivatives pricing. The previous studies considered the same source of uncertainty for the spot and the futures prices. We investigate the problem of futures pricing with two independent sources of risk. In general the structure of the oil and gas futures markets is closely related to some stock indices. READ MORE
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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)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
