Real option valuation for reserve capacity

Moriarty, J and Palczewski, J orcid.org/0000-0003-0235-8746 (2017) Real option valuation for reserve capacity. European Journal of Operational Research, 257 (1). pp. 251-260. ISSN 0377-2217

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Copyright, Publisher and Additional Information: © 2016 Elsevier B.V. This is an author produced version of a paper published in European Journal of Operational Research. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Applied probability, OR in energy, real option, power system balancing, capacity market
Dates:
  • Published: 16 February 2017
  • Accepted: 2 July 2016
  • Published (online): 9 July 2016
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 11 Jul 2016 14:47
Last Modified: 09 Jul 2018 00:38
Published Version: https://doi.org/10.1016/j.ejor.2016.07.003
Status: Published
Publisher: Elsevier
Identification Number: https://doi.org/10.1016/j.ejor.2016.07.003

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