Estimating a two-factor model for the forward curve of electricity


Share/Save/Bookmark

Kholopova, Maria (2006) Estimating a two-factor model for the forward curve of electricity. thesis.

open access
[img]
Preview
PDF
981kB
Abstract:Electricity markets are unique. Electricity has unique characteristics, electricity markets are very young and in most cases still illiquid. The electricity sector has undergone dramatic changes over the past few years. Before deregulation electricity prices were predictable. Electricity industry companies were mostly regulated or state-owned integrated monopolies combining generation, transmission and distribution. Distribution of the electricity may be a natural monopoly, but generation is not.
Item Type:Thesis
Research Chair:
Link to this item:http://purl.utwente.nl/publications/57143
Export this item as:BibTeX
EndNote
HTML Citation
Reference Manager

 

Repository Staff Only: item control page

Metis ID: 232720