Babara Long
OpenMG, OpenPlay, OPENR, OpenROAD
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- Forecasting to understand uncertainty in electricity prices
- The art of forecasting demand
- Uncovering and pricing the hidden risks in power marketing
- Valuation and risk management in the Norwegian electricity market
- Risk and Reward at the Speed of Light: A New Electricity Price Model
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- Valuing Natural Gas Storage Using Seasonal Principal Component Analysis
- An Extension of Least Squares Monte Carlo Simulation for Multi-options Problems
- Approximate Recursive Valuation of electricity swing options
- Times are changing for gas storage
- The Stochastic Behavior of commodity prices: Implications for valuation and hedging
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