Electricity market margin determination method considering the integrity of electricity assets
China is pushing ahead with the development of the electricity market based on renewable energies. Electricity futures and options are an important trading instrument in the electricity market, and margins in the electricity market are often used to measure the value at risk of derivatives such as o...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-09-01
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| Series: | Energy Reports |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352484723006078 |