Searched for: subject%3A%22Electricity%255C%2Bstorage%255C%2Bcontract%22
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Boonstra, B.C. (author)
In this thesis we introduce valuation techniques to price electricity storage contracts, where the electricity prices follow a structural model based on polynomial processes. In particular we focus on a Fourier-based pricing method known as the COS method, which performs impressively to price the contracts accurately. We provide details on how...
master thesis 2020