Pricing reliability options under different electricity price regimes
Luisa Andreis, Maria Flora, Fulvio Fontini, Tiziano Vargiolu
Topics & Concepts
Volatility (finance)ElectricityElectricity marketRemunerationReliability (semiconductor)EconometricsEconomicsElectricity priceMean reversionValue (mathematics)Electricity price forecastingElectricity pricingMicroeconomicsComputer sciencePower (physics)EngineeringFinancePhysicsQuantum mechanicsElectrical engineeringMachine learningElectric Power System OptimizationStochastic processes and financial applicationsEnergy Efficiency and Management