Estimating the value of flexibility from real options: On the accuracy of hybrid electricity price models
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References listed on IDEAS
- Joëts, Marc & Mignon, Valérie, 2012.
"On the link between forward energy prices: A nonlinear panel cointegration approach,"
Elsevier, vol. 34(4), pages 1170-1175.
- Marc Joëts & Valérie Mignon, 2011. "On the link between forward energy prices: A nonlinear panel cointegration approach," EconomiX Working Papers 2011-25, University of Paris Nanterre, EconomiX.
- Tilmann Gneiting & Fadoua Balabdaoui & Adrian E. Raftery, 2007. "Probabilistic forecasts, calibration and sharpness," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(2), pages 243-268, April.
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KeywordsElectricity price forecasting; Futures market; Hedging; Real option Stochastic optimizationâˆ™ Valuation;
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
- Q48 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Government Policy
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