Dealing with electricity prices

Published 2007 / 03
Summary The scientific contribution of this research is to propose alternative methodologies for (spot- and derivative) price modelling and portfolio management in power markets
Keywords time series, electricity, electricity prices, wholesale power markets, efficiency, future, market, supply and demand, hedgen, derivates, forwards, options, futures, spot prices, day-ahead markets, APX, EEX, PPX, modeling
File name Erasmus universiteit_Huurman_200703_Dealing with electricity prices (final thesis).pdf