This paper reviews the different aspects of modeling wind energy systems namely
investment, policies, performance, and social benefits for integration in deregulated power …

Under climate change policy restrictions, carbon capture utilization and storage (CCUS) is a
feasible way for developing countries to meet the energy demand and achieve the goal of …

We propose a new accurate method for pricing European spread options by extending the
lower bound approximation of Bjerksund and Stensland (2011) beyond the classical Black …

This paper proposes a new model for determining optimal investment time for residential
photovoltaic (PV) power systems. The model explicitly incorporates the cost uncertainty of …

Electricity spot prices are characterized by sudden large movements, followed a few days
later by an equally large movement in the opposite direction. These phenomena are called …

The project that led to this book started in August 2011 when Matheus Grasselli proposed
the writing of a monograph on the quantitative financial aspects of energy markets in a new …

This paper focuses on the economics of a cross-border transmission interconnector. The
domestic spot electricity price is modelled as a stochastic process with mean reversion and …

Las decisiones estratégicas en los mercados de electricidad están sujetas a un alto riesgo e
incertidumbre; en consecuencia, las opciones reales aparecen como una alternativa para la …

The allocation of risk among the cooperating parties in a shared project is an important
decision. This is especially true in the case of large infrastructure investments. Existing risk …

Features trading strategies for a variety of asset classes and trading styles including stocks,
options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles …