Rosario Sgarioto

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

An Evaluation of Italian Electricity Generation Assets Using a Spark Spread Option Model

Number of pages: 11 Posted: 26 Aug 2009
Alessandro Mauro and Rosario Sgarioto
MKS and affiliation not provided to SSRN
Downloads 222 (191,941)

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spark spread, real options, Margrabe's option model, power generation, electricity markets, electricity pool, electricity assets, merchant power plant, discounted cash flow methodology

2.

Verso Il Pool Elettrico: Un Nuovo Metodo Di Valutazione Delle Centrali (Power Plants Evaluation in an Electricity Pool)

Energia, No. 1, 2002
Number of pages: 7 Posted: 26 Mar 2012
Alessandro Mauro and Rosario Sgarioto
MKS and affiliation not provided to SSRN
Downloads 36 (593,908)

Abstract:

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electricity, pool, real options, ENEL, Autorita' per l'Energia Elettrica e il Gas, CCGT, Gestore del Mercato Elettrico, Monte Carlo simulation