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- W2110850266 abstract "With the electricity markets restructure deepening, the various participants are facing an unprecedented market risk. According to the present situation the paper proposes the forward options model which is based on the forward contracts, and analyses some attractive trading strategies involving the forward options in detail. The conclusion makes clear that electricity forward options are good at reducing and evading market uncertainty risk, improving the controllability, strengthening the stabilization of price. Furthermore the paper analyzes the rationale of electricity forward options and gives an example to explain the issue further." @default.
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- W2110850266 date "2004-12-28" @default.
- W2110850266 modified "2023-09-24" @default.
- W2110850266 title "Analysis of forward option trades in electricity markets" @default.
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- W2110850266 doi "https://doi.org/10.1109/drpt.2004.1338034" @default.
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