Browsing Discussion papers (FOR) by Author "Ollmar, Fridthjof"
Now showing items 1-3 of 3
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Analysing flexible load contracts in the energy market
Lund, Arne-Christian; Ollmar, Fridthjof (Discussion paper, Working paper, 2002-11)In this paper we analyse flexible load contracts (FLC), a type of "swing" option. This contract type has existed in energy markets for a long time and has proved to be challenging to value. The term swing refers to the ... -
Forward curve dynamics in the Nordic electricity market
Koekebakker, Steen; Ollmar, Fridthjof (Discussion paper, Working paper, 2001-10)The purpose of this paper is to investigate the forward curve dynamics in an electricity market. Six years of price data on futures and forward contracts traded in the Nordic electricity market are analysed. For the forward ... -
Functional data analysis : introduction and applications to financial electricity contracts
Lillestøl, Jostein; Ollmar, Fridthjof (Discussion paper, Working paper, 2003)