How much should we pay for interconnecting electricity markets? A real options approach
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- González-Pedraz, Carlos & Cartea, Álvaro, 2010. "How much should we pay for interconnecting electricity markets? A real options approach," DEE - Working Papers. Business Economics. WB wb103206, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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More about this item
KeywordsReal options; Bull Call Spread; Interconnector; Electricity prices; Jumps; Jump filter;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
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