Real option valuation for reserve capacity

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



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
  • Accepted: 2 July 2016
  • Published (online): 9 July 2016
  • Published: 16 February 2017
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 11 Jul 2016 14:47
Last Modified: 11 Jan 2023 11:50
Published Version:
Status: Published
Publisher: Elsevier
Identification Number: