Generalized FTRs for hedging inter-nodal pricing risk-Reference-Cited by-同舟云学术

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Generalized FTRs for hedging inter-nodal pricing risk

Published:2021-02 Issue: Volume:94 Page:105048
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Hesamzadeh Mohammad Reza,Biggar Darryl R.

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference50 articles.

1. Loss allocation in AC OPF-based financial transmission rights auction models;Alburidy,2017

2. Forward contracts in electricity markets: the Australian experience;Anderson;Energy Policy,2007

3. The Economics of Electricity Markets;Biggar,2014

4. Merchant transmission investment using generalized financial transmission rights;Biggar,2020

5. Optimal pricing in electrical networks over space and time;Bohn;RAND J. Econ.,1984

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1. Merchant investment in electricity transmission networks;Utilities Policy;2024-10

2. Congestion Risk, Transmission Rights, and Investment Equilibria in Electricity Markets;The Energy Journal;2023-11-15

3. Rethinking the Role of Financial Transmission Rights in Wind-Rich Electricity Markets in the Central U.S.;The Energy Journal;2023-09-01

4. Fighting the wrong battle? A critical assessment of arguments against nodal electricity prices in the European debate;Energy Policy;2022-11

5. An integrated theory of dispatch and hedging in wholesale electric power markets;Energy Economics;2022-08

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