"Serving the energy market" | Erasmus Energy Library.

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Optimal Strategies for Investment in Generation of Electric Energy through Real Options

Effective pricing of wind power

Electricity price forecasting through transfer function models

Gas storage valuation using a Monte Carlo method

Option Formulas for Mean-Reverting Power Prices with Spikes

Storage Strategies

The future energy value chain

Forecasting electricity spot prices using linear univariate time series models

The Nature of Power Spikes: A Regime-Switch Approach

Modelling weather-sensitive electrical loads

Forecasting to understand uncertainty in electricity prices

The art of forecasting demand

Uncovering and pricing the hidden risks in power marketing

Load forecasting in practical terms

An evaluation model for the marked-to-market value of hydropower plants

’Tis the season...

Realistic Natural Gas Storage Models II: Trading Strategies

Risk Premiums on Inventory Assets: The case of crude oil and natural gas

Weather wrap-up

Following the trend

Electricity Derivatives

Valuing Energy Options in a One Factor Model Fitted to Forward Prices

Which VaR for energy derivatives

Making the most of mean reversion

Comparing the spot prices from Powernext and EEX

Diversify with care

Towards more transparency in the Dutch electricity sector

Financial Risks for Green Electricity Investors and Producers in a Tradable Green Certificate Market

Modeling electricity markets

Gas liberalization in Europe, an empty promise?

Jumping the gaps

Pricing and hedging in incomplete markets

A Regime Switching Long Memory Model for Electricity Prices

Electricity Prices: Stochastic or Deterministic?

The impact of energy derivatives on the crude oil market

Two-factor jump diffusion models for the valuation of electricity forward contracts

Regime jumps in electricity prices

Valuation and hedging of european contingent claims on power with spikes: a non-Markovian approach

Pricing an gains from trading in competitive electric power markets

Commodity price modeling that matches current observables: a new approach

Forecasting Electricity Prices

Valuation by simulation of contingent claims with multiple early exercise opportunities

Pricing of electricity swing options

Volatility, Storage and Convenience: Evidence from Natural Gas Markets

Valuation and risk management in the Norwegian electricity market

Risk and Reward at the Speed of Light: A New Electricity Price Model

The Predictive Characteristics of Energy Futures: Recent Evidence for Crude Oil, Natural Gas, Gasoline and Heating Oil

Stochastic Models of Energy Commodity Prices and Their Applications: Mean-reversion with Jumps and Spikes

Modeling electricity prices: international evidence

Forecasting Next-Day Electricity Prices by Time Series Models

The message in North American energy prices

The price of power: The Valuation of Power and Weather Derivatives

Equilibrium Forward Curves for Commodities

Dynamics of Commodity Forward Curves

Valuing Natural Gas Storage Using Seasonal Principal Component Analysis

An Arithmetic Forward Curve For The Electricity Market

Getting physical

An Extension of Least Squares Monte Carlo Simulation for Multi-options Problems

Regression Methods for Pricing Complex American-Style Options

Monte Carlo Pricing of American Options Using Nonparametric Regression

An equilibrium analysis of exhaustible resource investments

Approximate Recursive Valuation of electricity swing options

Times are changing for gas storage

An Analysis of the relationship between electricity and natura-gas futures prices

The Stochastic Behavior of commodity prices: Implications for valuation and hedging

Market Power in the German Wholesale Electricity Market - An Analysis of Marginal Costs and Prices

Pricing Electricity Forwards under Stochastic Volatility

Short-Term Generation Asset Valuation

A coal revival in the Benelux?

To store or not to store

Gas hubs jockey for position

Managing the spark spread

Negative prices in electricity markets

Power to the people

Risk management in a large rural electrification programme

Reform of the Turkish electrical energy sector: basic principles and interim results

Kazakhstan's expanding cross-border gas links

Can Biofuels Become a Global Industry?: Government Policies and Trade Constraints

China's Energy Security and the Taiwan Factor

A Multi-Factor Model for Energy Derivatives

Gas storage and power

Natural Gas Storage Valuation and Optimization: A Real Options Application

Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier

Valuing exploration and production projects

An Analysis of a Least Squares Regression Method for American Option pricing

Survival of the fittest

Nimble and quick: deployment using the state of the art

Valuing American options by simulation: A simple least-squares approach

Generation Asset Valuation

What Is It Worth? Application of Real Options Theory to the Valuation of Generation Assets

Spark Spread Options Are Hot!

Generation modeling: the next generation

Use of real options in asset valuation

Short-term generation asset valuation: a real option approach

Valuation of Power Generation Assets: A Real Option Approach

Equilibrium Pricing and Optimal Hedging In Electricity Forward Markets

Pieces of Power

Valuation of the early-exercise price for options using simulation and nonparametric regression

Forward curve dynamics in the Nordic electricity market

Is there a term structure of futures volatilities? Reevaluating the Samuelson Hypothesis

Modelling electricity prices: International evidence

Constructing Forward Price Curves in Electricity Markets

Modeling Power Forward Prices for Power with Spikes

A Non-Markovian Process for Power Prices with Spikes and Valuation of European Contingent Claims on Power

Electricity price modelling for profit at risk management

Electricity forward prices: A High-Frequency Empirical Analysis

Regime-Switching Stochastic Volatility and Short-term Interest Rates

Diurnal Reversals of Electricity Forward Premia

Efficiency in Electricity Futures Markets

Understanding the Fine Structure of Electricity Prices

Volunteering to fight global warming

The interaction between the EU emissions trading scheme and energy policy instruments in the Netherlands

Spot simulation processing

Extending mean-reversion jump diffusion

Analysis for achievement

California's electricity crisis

Spark Spread Options and the Valuation of Electricity Generation Assets

Financial Methods in Competitive Electricity Markets

Understanding Electricity Price Volatility Within and Across Markets

Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market

An Analysis of Price Volatility in Different Spot Markets for Electricity in U.S.A.

Estimating the volatility of spot prices in restructures electricity markets and the implications for option values

Forecasting spot electricity prices with time series models

Heavy tails and electricity prices

Optimal Switching with Applications to Energy Tolling Agreements

Spot price simulation and volatility analysis in the future Iberian electricity market

Alternative Auction Institutions for Purchasing Electric Power: An Experimental Examination

Auction Design for Competitive Electricity Markets

Market Efficiency, Competition, and Communication: Experimental results

Strategic Behavior in Spot Markets for Electricity when Load is Stochastic

Experimental tests of competitive markets for electric power

The deregulation that wasn't

Economies of scale and scope in the Swiss Multi-Utilities Sector

Benchmarking and regulation in the electricity distribution sector

Risk-aversion and willingness to pay in choice experiments

Towards a European market of electricity: Spot and derivatives trading

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