Albert Codinach

École Nationale Supérieure des Mines de Paris - Centre d'Économie Industrielle (CERNA)

60 boulevard saint Michel

Paris, 75272

France

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Scholarly Papers (1)

1.

Value of Flexibility for an NGCC When Arbitraging between Physical and Financial Options

Number of pages: 19 Posted: 07 Sep 2011
Cerna Mines-Paristech, École Nationale Supérieure des Mines de Paris - Centre d'Économie Industrielle (CERNA) and Cerna Mines-ParistechFGV EMAp
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Abstract:

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flexible operating strategy, trivariate model, gas, electricity, CO2, stochastic volatility, futures contracts, day ahead, two step approximation, technical optimisation, financial optimisation, technical constraints, efficiency, ramp-up