Shilei Niu

University of Waterloo - Department of Economics

200 University Avenue West

Waterloo, Ontario N2L 3G1

Canada

http://sites.google.com/site/shileiniuston

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Scholarly Papers (1)

1.

An Options Pricing Approach to Ramping Rate Restrictions at Hydro Power Plants

Number of pages: 60 Posted: 05 Dec 2014
Shilei Niu and Margaret C. Insley
University of Waterloo - Department of Economics and University of Waterloo - Department of Economics
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Citation 1

Abstract:

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ramping rate, regime switching, hydro-peaking, real options, stochastic control, Hamilton Jacobi Bellman-Partial Differential Equation