Abstract:

In this paper, the impacts of premium bounds of put option contracts on the operation of put option and day- ahead electricity markets are studied. To this end, first a comprehensive equilibrium model for ...

n this paper, the impacts of strike and premium prices of put option contracts on put option and day-ahead elec- tricity markets are studied. To this end, first a comprehensive equi- librium model for a joint put option ...

In this paper, impacts of day-ahead market pricing on behavior of producers and
consumers in option and day-ahead markets and on option pricing are studied. To this end,
two comprehensive equilibrium models for ...