Estimating a two-factor model for the forward curve of electricity
Kholopova, Maria (2006) Estimating a two-factor model for the forward curve of electricity. thesis.
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| 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 |
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| Link to this item: | http://purl.utwente.nl/publications/57143 |
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