<![CDATA["Serving the energy market" - Articles - ]]> http://www.erasmusenergy.com en-us N/A dejong@maycroft.com Tue, 07 Oct 2008 22:00:58 CEST 20 <![CDATA[Modeling electricity markets]]> http://www.erasmusenergy.com/articles/37/1/Modeling-electricity-markets/Page1.html Keywords: Ornstein Uhlenbeck, spot prices, power exchange
Published in:
Publication year: 2003

Overview:
1. Electricity as a commodity
2. A deregulated market for power
3. Case study: the NordPool power exchange
4. Physical properties of spot prices
5. Mathematical models for spot prices
6. Pricing power derivatives
7. Conclusions

]]> no@spam.com (Michel Verschuere) Thu, 27 Sep 2007 10:18:49 CEST http://www.erasmusenergy.com/articles/37/1/Modeling-electricity-markets/Page1.html