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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/32475

    Title: 電力選擇權價格之決定 : 北歐各國之比較
    Other Titles: The price determination of power options : the power market comparisons among nordic Europeans
    Authors: 許志榮;Hsu, Chih-jung
    Contributors: 淡江大學經濟學系碩士班
    廖惠珠;Liao, Huei-chu
    Keywords: 均數復歸;電力選擇權;跳躍擴散;蒙地卡羅模擬;the Nordic power market;electricity liberalization;power options
    Date: 2006
    Issue Date: 2010-01-11 02:12:22 (UTC+8)
    Abstract: 電業自由化一向被認為是有效率運作的良方,故也自然成為當前全球的必然趨勢,而為了規避自由化後高度波動電價之風險,各類電力衍生性商品亦相繼蓬勃發展。


    Electricity liberalization is the international trend. This trend creates the development environment for power derivatives, which developed extremely fast recently.

    The different area power markets are usually mutually independent. But Nordpool is a transnational power market. This success development experience for associate with transnational electric power market is worth studying. Therefore, we want to investigate the Nordic power market, and discover its successful reason.

    This article uses the hourly power price of Nordic power market to investigable the problem of power options. Since the off peak electrovalence in Norway and Sweden do not have mean reversion phenomenon, we only consider the off peak for Denmark and Finland, but peak hours for all four countries. The result of our research shows:the electricity market is more stable in Norway. The reason is Norway producing electric power by the hydropower primarily. The power option simulation price is highest in Denmark. The reason is electricity market not stable in Denmark. And Denmark produces electric power by the thermo primarily.
    Appears in Collections:[經濟學系暨研究所] 學位論文

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