Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach
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KeywordsTransmission Rights Valuation; Fundamental Model; Multi-Market Modeling; Derivatives Pricing; Energy Market Coupling;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
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