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IOR
2002
65views more  IOR 2002»
13 years 5 months ago
Exotic Options for Interruptible Electricity Supply Contracts
This paper presents the design and pricing of financial contracts for the supply and procurement of interruptible electricity service. While the contract forms and pricing methodo...
Rajnish Kamat, Shmuel S. Oren
HICSS
2007
IEEE
108views Biometrics» more  HICSS 2007»
13 years 11 months ago
Elementary Analysis of Energy Options for Resource Adequacy
We examine a few elementary cases of forward contracting and a process by which capacity contracts with energy strike prices can lead to incentives for enhanced competition. To mo...
Robert Entriken
HICSS
2003
IEEE
132views Biometrics» more  HICSS 2003»
13 years 10 months ago
Markets for Reliability and Financial Options in Electricity: Theory to Support the Practice
The underlying structure of why and how consumers value reliability of electric service is explored, together with the technological options and cost characteristics for the provi...
Timothy Mount, William Schulze, Richard E. Schuler
HICSS
2007
IEEE
138views Biometrics» more  HICSS 2007»
13 years 11 months ago
A Probabilistic Graphical Approach to Computing Electricity Price Duration Curves under Price and Quantity Competition
Abstract— The electricity price duration curve (EPDC) represents the probability distribution function of the electricity price considered as a random variable. The price uncerta...
Pascal Michaillat, Shmuel S. Oren