Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Joe Maisano"'
Publikováno v:
The ANZIAM Journal. 57:369-383
Many electricity market participants have a requirement to calculate the probabilistic risk measures, such as earnings at risk (EaR) and value at risk (VaR), for compliance reporting purposes. This requirement is currently hindered by the lack of ana
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f8e1336152ae690b325dd65398644037
https://doi.org/10.1017/s1446181115000322
https://doi.org/10.1017/s1446181115000322
Autor:
Mark Nelson, Geoff Mercer, Nicole Cusimano, Peter S. Kim, Ava A. Greenwood, Winston L. Sweatman, Joe Maisano, Graeme J. Pettet, Kristen Harley, John Boland, Peter van Heijster
In this paper, seaweed cultivation is mathematically modelled. The potential use of the crop to consume by-products from ethanol production is considered with a feasibility study and simple financial model. The growth of seaweed is described using di
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a5f58aec2dbba0ee4df3ab9eabb1d369
https://hdl.handle.net/11541.2/119028
https://hdl.handle.net/11541.2/119028
Autor:
Joe Maisano, A. V. Radchik
Publikováno v:
SSRN Electronic Journal.
In this paper we derive the term structure of the implied volatility of an electricity 'cap' contract. We leverage earlier work where we derived analytical representations for stochastic demand and deterministic price.We first demonstrate that we can
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9d908be3b24b211f830a0ef8e7e5be99
https://doi.org/10.2139/ssrn.2694868
https://doi.org/10.2139/ssrn.2694868
Publikováno v:
SSRN Electronic Journal.
In this paper we employ a fundamental principle of classical mechanics known as the Least Action Principle to model the complex relationship between expected load and expected price in electricity spot markets. We consider here markets that feature a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::520b306ddf380b677f81732b803fa963
https://doi.org/10.2139/ssrn.2542052
https://doi.org/10.2139/ssrn.2542052
Publikováno v:
ANZIAM Journal. 57:369
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::59bffaf10263d26083bba403a3661ce9
https://doi.org/10.21914/anziamj.v57i0.8910
https://doi.org/10.21914/anziamj.v57i0.8910