Application of Markov chain models for short term generation assets valuation
This paper demonstrates the application of Markov chain models to valuate generation assets within deregulated electricity markets. A new framework for modeling electricity markets with Markov chain model is proposed. The advantage of the Markov chain model is that it deploys fundamental approaches...
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| Other Authors: | , |
| Format: | book |
| Language: | eng |
| Published: |
2004
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10216/102203 |
| Country: | Portugal |
| Oai: | oai:repositorio-aberto.up.pt:10216/102203 |