Thomas Wottka

RWE Group - RWE Supply & Trading GmbH

Altenessener Stra├če 27

Essen, Nordrhein-Westfalen 45141

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

301

CITATIONS

3

Scholarly Papers (4)

1.

A Refined Bid Stack Model for the Multi-Technology Merit Order of Electricity Markets

Number of pages: 62 Posted: 12 Jan 2017 Last Revised: 27 Mar 2017
Thomas Wottka
RWE Group - RWE Supply & Trading GmbH
Downloads 125 (224,585)
Citation 1

Abstract:

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Structural Model, Bid Stack Model, Fuel Switch, Electricity Price Process, Stochastic Process, Power Options, Merit Order, Supply Stack, Price Spikes, Electricity Plant Evaluation

2.

An Extended Multi-Factor Structural Model for the Electricity Market

Number of pages: 34 Posted: 30 Dec 2015 Last Revised: 14 Feb 2017
Thomas Wottka
RWE Group - RWE Supply & Trading GmbH
Downloads 90 (281,974)

Abstract:

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structural model, hybrid model, fuel switch, electricity price process, stochastic process, power options, merit order, supply stack, price spikes, CHP plant, cogeneration, electricity plant evaluation, scarcity function, reserve margin, volatility smile, plant outage

3.

A Multi-Fuel Structural Model for the Electricity Market Applied to CHP Generation

Number of pages: 39 Posted: 14 Feb 2015 Last Revised: 05 Feb 2017
Thomas Wottka
RWE Group - RWE Supply & Trading GmbH
Downloads 57 (363,504)
Citation 2

Abstract:

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Structural model, fuel switch, electricity price process, stochastic process, power options, merit order, supply stack, price spikes, forward curve model, CHP plant, combined heat and power, cogeneration, electricity plant evaluation

4.

Volatility Skews Implied by a Multi-Technology Bid Stack Model for Electricity Markets

Number of pages: 45 Posted: 05 Jun 2017
Thomas Wottka
RWE Group - RWE Supply & Trading GmbH
Downloads 29 (469,320)

Abstract:

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structural model, bid stack model, fuel switch, electricity price process, stochastic process, power options, merit order, supply stack, price spikes, electricity plant evaluation