To store or not to store
http://www.erasmusenergy.com/articles/88/1/To-store-or-not-to-store/Page1.html
Cyriel de Jong
Cyriel de Jong is partner at Maycroft Consulting and affiliated to Erasmus University. By Cyriel de Jong
Published on 11/1/2007
Keywords:
Published in: Energy risk
Publication year: 2003
Co-author 1: Kasper Walet
Here we describe the optimal operation and valuation of gas storage based on a real option methodology. Using Zeebrugge gas prices as a practical example, Cyriel de Jong and Kasper Walet clarify the optionality in gas storage, analyse its valuation and discuss hedging strategies to secure part of the storage value
Published in: Energy risk
Publication year: 2003
Co-author 1: Kasper Walet
Here we describe the optimal operation and valuation of gas storage based on a real option methodology. Using Zeebrugge gas prices as a practical example, Cyriel de Jong and Kasper Walet clarify the optionality in gas storage, analyse its valuation and discuss hedging strategies to secure part of the storage value
To store or not to store
Here we describe the optimal operation and valuation of gas storage based on a real option methodology. Using Zeebrugge gas prices as a practical example, Cyriel de Jong and Kasper Walet clarify the optionality in gas storage, analyse its valuation and discuss hedging strategies to secure part of the storage value