Browsing Norges Handelshøyskole by Author "Vagstad, Frank"
Now showing items 1-1 of 1
-
Gas storage valuation : price modelling v. optimization methods
Bjerksund, Petter; Stensland, Gunnar; Vagstad, Frank (Discussion paper, Working paper, 2008-10)The existence of a financial gas market motivates the analysis of gas storage as a separate asset, using the market value context for utilization and valuation. In the recent literature, gas storage is typically analysed ...