جلد 12، شماره 3 - ( 6-1395 )                   جلد 12 شماره 3 صفحات 230-239 | برگشت به فهرست نسخه ها



DOI: 10.22068/IJEEE.12.3.230

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Raouf Sheybani H, Oloomi M. How Does Pricing of Day-ahead Electricity Market Affect Put Option Pricing?. IJEEE. 2016; 12 (3) :230-239
URL: http://ijeee.iust.ac.ir/article-1-994-fa.html
How Does Pricing of Day-ahead Electricity Market Affect Put Option Pricing?. . 1395; 12 (3) :230-239

URL: http://ijeee.iust.ac.ir/article-1-994-fa.html


چکیده:   (2192 مشاهده)

In this paper, impacts of day-ahead market pricing on behavior of producers and consumers in option and day-ahead markets and on option pricing are studied. To this end, two comprehensive equilibrium models for joint put option and day-ahead markets under pay-as-bid and uniform pricing in day-ahead market are presented, respectively. Interaction between put option and day-ahead markets, uncertainty in fuel price, day-ahead market pricing, and elasticity of consumers to strike price, premium price, and day-ahead price are taken into account in these models. By applying the presented models to a test system impact of day-ahead market pricing on equilibrium of joint put option and day-ahead markets are studied.

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نوع مطالعه: Research Paper | موضوع مقاله: 1-Energy Policies
دریافت: ۱۳۹۵/۶/۲۱ | پذیرش: ۱۳۹۵/۷/۲۴ | انتشار: ۱۳۹۵/۷/۲۴

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