Details about Michael Coulon

Access statistics for papers by Michael Coulon.

Last updated 2018-12-25. Update your information in the RePEc Author Service.

Short-id: pco888

Working Papers

2012

1. Electricity price modeling and asset valuation: a multi-fuel structural approach
   Papers, arXiv.org View citations (28)
2. The Valuation of Clean Spread Options: Linking Electricity, Emissions and Fuels
   Papers, arXiv.org View citations (13)
   See also Journal Article The valuation of clean spread options: linking electricity, emissions and fuels, Quantitative Finance, Taylor & Francis Journals (2012) View citations (13) (2012)

Journal Articles

2015

1. SMART-SREC: A stochastic model of the New Jersey solar renewable energy certificate market
   Journal of Environmental Economics and Management, 2015, 73, (C), 13-31 View citations (21)

2013

2. A model for hedging load and price risk in the Texas electricity market
   Energy Economics, 2013, 40, (C), 976-988 View citations (33)

2012

3. The valuation of clean spread options: linking electricity, emissions and fuels
   Quantitative Finance, 2012, 12, (12), 1951-1965 View citations (13)
   See also Working Paper The Valuation of Clean Spread Options: Linking Electricity, Emissions and Fuels, Papers (2012) View citations (13) (2012)