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Option Formulas for Mean-Reverting Power Prices with Spikes

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Author Info
Jong, C. de
Huisman, R. (Erasmus Research Institute of Management (ERIM), RSM Erasmus University)

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Abstract

Electricity prices are known to be very volatile and subject to frequent jumps due to system breakdown, demand shocks, and inelastic supply. Appropriate pricing, portfolio, and risk management models should incorporate these spikes. We develop a framework to price European-style options that are consistent with the possibility of market spikes. The pricing framework is based on a regime jump model that disentangles mean-reversion from the spikes. In the model the spikes are truly time-specific events and therefore independent from the mean-reverting price process. This closely resembles the characteristics of electricity prices, as we show with Dutch APX spot price data in the period January 2001 till June 2002. Thanks to the independence of the two price processes in the model, we break derivative prices down in a mean-reverting value and a spike value. We use this result to show how the model can be made consistent with forward prices in the market and present closed-form formulas for European-style options.

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Publisher Info
Paper provided by Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. in its series Research Paper with number ERS-2002-96-F&A Revision_Date: 2008-03-04.

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Date of creation: 22 Oct 2002
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Handle: RePEc:dgr:eureri:2002251

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Related research
Keywords: option pricing electricity price modelling power spikes energy markets mean reversion

Cited by:
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  1. Sandro Sapio, 2004. "Market Design, Bidding Rules, and Long Memory in Electricity Prices," LEM Papers Series 2004/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  2. Marius Ooms & M. Angeles Carnero & Siem Jan Koopman, 2004. "Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices," Econometric Society 2004 Australasian Meetings 158, Econometric Society. [Downloadable!]
    Other versions:
  3. Heikki Kemppi & Adriaan Perrels, 2003. "Liberalised Electricity Markets - Strengths and Weaknesses in Finland and Nordpool," VATT Research Reports 97, Government Institute for Economic Research (VATT). [Downloadable!]
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This page was last updated on 2008-8-13.


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