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 |
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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 |