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Analytical Approximation for the Price Dynamics of Spark Spread Options

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Author Info
Fred Benth (University of Oslo, Norway)
Jurate Saltyte-Benth (Faculty of Medicine, University of Oslo and Helse Øst Health Services Research Centre, Akershus University Hospital, Norway)
Abstract

This paper presents an analytic approximation for the pricing dynamics of spark spread options in terms of Fourier transforms. We propose to model the spark spread, that is, the price difference of electricity and gas, directly using a mean-reverting model with diffusion and jumps. The model is analyzed empirically, and shown to fit observed data in the UK reasonably well. The main advantage with the model is that the spark spread of electricity and gas forwards, being forwards with delivery over periods, can be priced analytically. The price dynamics for different spark spread options with electricity and gas forwards as underlying, is analytically derived through Fourier transforms. These pricing expressions allow for efficient numerical valuations via the fast Fourier transform technique.

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Publisher Info
Article provided by Berkeley Electronic Press in its journal Studies in Nonlinear Dynamics & Econometrics.

Volume (Year): 10 (2006)
Issue (Month): 3 ()
Pages: 1355-1355
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Handle: RePEc:bep:sndecm:10:2006:3:1355-1355

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Related research
Keywords: Ornstein-Uhlenbeck processes Levy processes spark spread options forward pricing fast Fourier transform electricity markets gas markets

References listed on IDEAS
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  1. Álvaro Cartea & Marcelo Figueroa, 2005. "Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality," Applied Mathematical Finance, Taylor and Francis Journals, vol. 12(4), pages 313-335, December. [Downloadable!] (restricted)
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  2. Merton, Robert C., 1976. "Option pricing when underlying stock returns are discontinuous," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 125-144. [Downloadable!] (restricted)
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  3. Madan, Dilip B & Seneta, Eugene, 1990. "The Variance Gamma (V.G.) Model for Share Market Returns," Journal of Business, University of Chicago Press, vol. 63(4), pages 511-24, October. [Downloadable!] (restricted)
  4. Margrabe, William, 1978. "The Value of an Option to Exchange One Asset for Another," Journal of Finance, American Finance Association, vol. 33(1), pages 177-86, March. [Downloadable!] (restricted)
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