Asian options pricing in the day-ahead electricity market
Bibliographic Data
| ID | 21231245 |
|---|---|
| Authors | Viviana Fanelli (0000-0002-0212-204X, University of Bari Aldo Moro), Lucia Maddalena (0000-0002-0567-4624, University of Foggia), Silvana Musti (0000-0002-5484-5856, University of Foggia, corresponding author) |
| Year | 2016 |
| Volume | 27 |
| Pages | 196-202 |
| Publication date | 2016-11-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Sustainable Cities and Society (JOURNAL) |
| Journal identifiers | ISSN: 2210-6707 • E-ISSN: 2210-6715 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/j.scs.2016.06.025 |
| OpenAlex | W2460988975 |
| Language | EN |
| Citations received | 3 |
| References cited | 32 |
Asian option · Business · Economics · Electricity · Electricity market · Electricity price · Financial economics · Market price · Microeconomics · Valuation of options · Capital Investment and Risk Analysis · Electric Power System Optimization · Engineering · Smart Grid Energy Management
| Citations per year | 0.43 |
|---|---|
| Citation span | 2019 - 2019 (1) |
| Highly cited | No |