Searching for just a few words should be enough to get started. If you need to make more complex queries, use the tips below to guide you. Li, Lide ; Kleindorfer, Paul R. Exelon Corporation, Kennett Square, PA, USA.

Spark Spread Options: Linking Spot and Futures Markets for Gas and Electricity | Fortnightly

Spark spread options are important in today's electricity markets. Such options come in various forms, including financial contracts, tolling agreements and owned generation units.

Finally, we discuss the implications of such spark spread options for strategies to manage an overall electricity supply portfolio with assets and hedging instruments defined on a spot month. Spark spread, spread options, Delta hedging, Delta—Gamma hedging, portfolio management.

On hedging spark spread options in electricity markets - IOS Press

Risk and Decision Analysis , vol. For North America Sales and Customer Service West Point Commons West Point Pike Suite Lansdale, PA USA.

Spark Spread

For editorial issues, like the status of your submitted paper or proposals, write to editorial iospress. IOS Press Nieuwe Hemweg 6B BG Amsterdam The Netherlands. For editorial issues, permissions, book requests, submissions and proceedings, contact the Amsterdam office:.

Inspirees International China Office Ciyunsi Beili CapitaLand , Bld 1, , Beijing China Free service line: You are viewing a javascript disabled version of the site.

Please enable Javascript for this site to function properly.

Select this link to jump to navigation. Help About us Contact us. Spark spread, spread options, Delta hedging, Delta—Gamma hedging, portfolio management DOI: Log in or register to view or purchase instant access. Go to header Go to navigation Go to search Go to contents Go to footer In footer section.

Select this link to jump to content Administrator log in Shibboleth log in Journals Help About us Contact us. North America Corporate matters and books: For North America Sales and Customer Service West Point Commons West Point Pike Suite Lansdale, PA USA Tel: Europe IOS Press Nieuwe Hemweg 6B BG Amsterdam The Netherlands Tel: Asia Inspirees International China Office Ciyunsi Beili CapitaLand , Bld 1, , Beijing China Free service line: Built on the Scolaris platform by: