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The pricing and allocation of electrical energy

✍ Scribed by Noel D. Uri


Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
1001 KB
Volume
6
Category
Article
ISSN
0140-9883

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## Abstract This study investigates the pricing of electricity futures at the European Energy Exchange (EEX) over the period 2002 through 2004. To calculate theoretical contract values, the reduced‐form models of J. J. Lucia and E. S. Schwartz (2002) are used, and a thorough empirical analysis by m