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Pricing of electricity tariffs in competitive markets

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  • Keppo, Jussi
  • Rasanen, Mika

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  • Keppo, Jussi & Rasanen, Mika, 1999. "Pricing of electricity tariffs in competitive markets," Energy Economics, Elsevier, vol. 21(3), pages 213-223, June.
    • Handle: RePEc:eee:eneeco:v:21:y:1999:i:3:p:213-223
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    References listed on IDEAS

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    1. Harrison, J. Michael & Pliska, Stanley R., 1981. "Martingales and stochastic integrals in the theory of continuous trading," Stochastic Processes and their Applications, Elsevier, vol. 11(3), pages 215-260, August.
    2. David Heath & Robert Jarrow & Andrew Morton, 2008. "Bond Pricing And The Term Structure Of Interest Rates: A New Methodology For Contingent Claims Valuation," World Scientific Book Chapters, in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 13, pages 277-305, World Scientific Publishing Co. Pte. Ltd..
    3. Räsänen, Mika & Ruusunen, Jukka & Hämäläinen, Raimo P., 1995. "Customer level analysis of dynamic pricing experiments using consumption-pattern models," Energy, Elsevier, vol. 20(9), pages 897-906.
    4. Brown,Stephen J. & Sibley,David Sumner, 1986. "The Theory of Public Utility Pricing," Cambridge Books, Cambridge University Press, number 9780521314008, September.
    5. Hung-po Chao, 1983. "Peak Load Pricing and Capacity Planning with Demand and Supply Uncertainty," Bell Journal of Economics, The RAND Corporation, vol. 14(1), pages 179-190, Spring.
    6. Bartels, Robert & Fiebig, Denzil G. & Garben, Michael & Lumsdaine, Robert, 1992. "An end-use electricity load simulation model : Delmod," Utilities Policy, Elsevier, vol. 2(1), pages 71-82, January.
    7. Brown, Gardner, Jr & Johnson, M Bruce, 1969. "Public Utility Pricing and Output under Risk," American Economic Review, American Economic Association, vol. 59(1), pages 119-128, March.
    8. Harrison, J. Michael & Kreps, David M., 1979. "Martingales and arbitrage in multiperiod securities markets," Journal of Economic Theory, Elsevier, vol. 20(3), pages 381-408, June.
    9. Black, Fischer, 1976. "The pricing of commodity contracts," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 167-179.
    10. Lester D. Taylor, 1975. "The Demand for Electricity: A Survey," Bell Journal of Economics, The RAND Corporation, vol. 6(1), pages 74-110, Spring.
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    Cited by:

    1. G. Pritchard & G. Zakeri, 2003. "Market Offering Strategies for Hydroelectric Generators," Operations Research, INFORMS, vol. 51(4), pages 602-612, August.
    2. Singh, Anoop, 2010. "Towards a competitive market for electricity and consumer choice in the Indian power sector," Energy Policy, Elsevier, vol. 38(8), pages 4196-4208, August.
    3. Niall Farrell & Mel T. Devine & William T. Lee & James P. Gleeson & Seán Lyons, 2017. "Specifying An Efficient Renewable Energy Feed-in Tariff," The Energy Journal, , vol. 38(2), pages 53-76, March.
    4. Mazaher Haji Bashi & Gholamreza Yousefi & Claus Leth Bak & Jayakrishnan Radhakrishna Pillai, 2016. "Long Term Expected Revenue of Wind Farms Considering the Bidding Admission Uncertainty," Energies, MDPI, vol. 9(11), pages 1-17, November.
    5. Iivo Vehvilainen, 2002. "Basics of electricity derivative pricing in competitive markets," Applied Mathematical Finance, Taylor & Francis Journals, vol. 9(1), pages 45-60.
    6. Vehvilainen, Iivo & Keppo, Jussi, 2003. "Managing electricity market price risk," European Journal of Operational Research, Elsevier, vol. 145(1), pages 136-147, February.
    7. Alcorta, Peio & Espinosa, Maria Paz & Pizarro-Irizar, Cristina, 2023. "Who bears the risk? Incentives for renewable electricity under strategic interaction between regulator and investors," Resource and Energy Economics, Elsevier, vol. 75(C).

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