23.01.2014 Views

Hedging Strategy and Electricity Contract Engineering - IFOR

Hedging Strategy and Electricity Contract Engineering - IFOR

Hedging Strategy and Electricity Contract Engineering - IFOR

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

Bibliography 205<br />

[GR92] H. Gravelle <strong>and</strong> R. Rees. Microeconomics. Addison Wesley<br />

Longman Limited, UK, 1992.<br />

[GS86]<br />

J. M. Griffin <strong>and</strong> H. B. Steele. Energy Economics <strong>and</strong> Policy.<br />

Academic Press, Florida, 1986.<br />

[GS90] R. Gibson <strong>and</strong> E. S. Schwartz. Stochastic convenience yield<br />

<strong>and</strong> the pricing of oil contingent claims. Journal of Finance,<br />

45(3):959–976, 1990.<br />

[Güs01]<br />

J. Güssow. Power Systems Operations <strong>and</strong> Trading in competitive<br />

Energy Markets. PhD thesis, HSG, 2001.<br />

[GV92] T. W. Gedra <strong>and</strong> P. P. Varaiya. Markets <strong>and</strong> pricing for interruptible<br />

electric power transactions. IEEE on Power Systems,<br />

92:169–3, 1992.<br />

[Her02] F. Herzog. Optimal dynamic control of hydro-electric power<br />

prodcution. Master’s thesis, ETHZ, 2002.<br />

[HJM92]<br />

[HL88]<br />

[HL00]<br />

[Hol79]<br />

[HP81]<br />

[HS96]<br />

[Hul97]<br />

D. Heath, R. Jarrow, <strong>and</strong> A. Morton. Bond pricing <strong>and</strong> the term<br />

structure of interest rates: a new methodology for contingent<br />

claims valuation. Econometrica, 1:77–105, 1992.<br />

C. Huang <strong>and</strong> R. H. Litzenberger. Foundations of Financial Economics.<br />

North Holl<strong>and</strong>, New York, 1988.<br />

I. Hore-Lacy. Nuclear electricity. Uranium Information Centre<br />

Ltd, London, 2000.<br />

D. M. Holthausen. <strong>Hedging</strong> <strong>and</strong> the competitive firm under price<br />

uncertainty. American Economic Review, 69:989–995, 1979.<br />

M. Harrison <strong>and</strong> S. Pliska. Martingales <strong>and</strong> stochastic integrals in<br />

the theory of continuous trading. Stochastic Processes <strong>and</strong> their<br />

Applications, 11:215–260, 1981.<br />

S. Hunt <strong>and</strong> G. Shuttleworth. Competition <strong>and</strong> Choice in <strong>Electricity</strong>.<br />

John Wiley <strong>and</strong> Sons, Chichester, 1996.<br />

J.C. Hull. Options, futures <strong>and</strong> other derivatives. Prentice hall<br />

international, Inc., New Jersey, US, 1997.

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!