A Survey of Electricity and Related Markets

Fred Espen Benth, Jūratė Šaltytė Benth and Steen Koekebakker
Additional contact information
Fred Espen Benth: University of Oslo, Norway
Jūratė Šaltytė Benth: University of Oslo, Norway
Steen Koekebakker: University of Agder, Norway

Chapter 1 in Stochastic Modeling of Electricity and Related Markets, 2008, pp 1-35 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:The electricity marketsElectricity contracts with physical deliveryFinancial electricity contractsThe gas marketFutures and options on gasThe temperature marketOther related energy marketsStochastic modelling of energy marketsSpot price modellingForward and swap pricing in electricity and related marketsOutline of the book

Keywords: Electricity Market; Gas Market; Weather Derivatives; Temperature; Energy Market; Mean Reversion; Ornstein–Uhlenbeck Processes; Jump Processes; Levy Processes; Futures Contracts; Forward Contracts; Options (search for similar items in EconPapers)
Date: 2008
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789812812315_0001 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789812812315_0001 (text/html)
Ebook Access is available upon purchase.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789812812315_0001

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().