Now showing items 1-2 of 2
Valuation of an american option for the spanish secondary reserve market using a machine learning model
This paper presents an original methodology to compute a financial product that could enhance the demand side participation in ancillary services, specially for industrial consumers. The financial product consists in ...
Valuation of electricity derivatives
This paper aims to forecast the value of electricity derivatives in the MIBEL system. For that purpose, three different models based on the simulation of future price scenarios are developed. The project begins with an ...