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Caps-and-floors for long duration storage and firming: contract design under risk and price asymmetry

Farhad Billimoria and Paul Simshauser ()

No EPRG2609, Working Papers from Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge

Keywords: Electricity markets; risk trading; project finance; contract design; energy storage (search for similar items in EconPapers)
JEL-codes: D47 D52 D53 G12 Q40 (search for similar items in EconPapers)
Date: 2026-05
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Working Paper: Caps-And Floors For Long Duration Storage and Firming: Contract Design Under Risk and Price Asymmetry (2026) Downloads
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