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Real options in the energy markets
Yizhi He
Research output
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Thesis
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PhD Thesis - Research UT, graduation UT
1058
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Dive into the research topics of 'Real options in the energy markets'. Together they form a unique fingerprint.
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Business & Economics
Power Plant
100%
Energy Market
95%
Real Options
90%
Electricity Price
39%
Trinomial Tree
29%
Least-squares Monte Carlo
26%
Risk Factors
23%
Jump-diffusion Model
23%
Regime-switching Model
23%
American Options
22%
Monte Carlo Method
21%
Mean Reversion
20%
Option Value
20%
Investment Opportunities
18%
Market Data
18%
Electricity Market
17%
Supply Side
16%
Decision Making
15%
Energy
13%
Empirical Analysis
12%
Simulation
12%
Assets
10%
Performance
6%