Frank Vagstad

Viz Risk Management Services AS

P.B 6216

Bergen, NO-5893

Norway

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Gas Storage Valuation: Price Modelling v. Optimization Methods

NHH Dept. of Finance & Management Science Discussion Paper No. 2008/20
Number of pages: 32 Posted: 23 Oct 2008
Petter Bjerksund, Gunnar Stensland and Frank Vagstad
Norwegian School of Economics (NHH) - Department of Business and Management Science, Norwegian School of Economics (NHH) - Department of Business and Management Science and Viz Risk Management Services AS
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Abstract:

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Energy, uncertainty, flexibility, exercise strategy