Dissertation > Excellent graduate degree dissertation topics show

Analysis of a new random price model and the prospects of natural gas for power generation

Author: ZhangZhiLiang
Tutor: HuangMinXiang
School: Zhejiang University
Course: Proceedings of the
Keywords: Electricity market Options Geometric Brownian Motion Stochastic model of Electric Power Prices Gas Generation
CLC: F426.61
Type: Master's thesis
Year: 2002
Downloads: 197
Quote: 4
Read: Download Dissertation

Abstract


Power price is a focus to people for a long time ,With the development of electricity markets, it is becoming a vital problem. This paper introduces how to model power price in power market, and gives power prices.Firstly, the paper introduces the background of the reform of the electricity industry, the history of the electricity markets and their status quo.Then the concept of Futures,Options,Option Pricing and Geometric Brownian Motion is introduced. The concept of Stochastic model of Electric Power Prices in this basic.The second part of the paper discusses and gives Stochastic model of Electric Power Prices in two conditions .one is Stochastic model of Electric Power Prices in single-market environment, another is Stochastic model of Electric Power Prices in a multi-market environmentThe third part of the paper mainly analyzes the interaction and relation between gas and electricity prices, and gives a future to gas generation in china.

Related Dissertations

  1. Research on Real Options Models and Applications in China,F832.5
  2. Research of Public Company’s Stock-right Incentive Plan,F832.51;F224
  3. A Study of M-commerce Personalized Recommendation System Based on the Ant Colony Algorithm,TP391.3
  4. Legal System of Stock Options,D922.28
  5. Electronic waste recycling mode selection evaluation studies,F426.63;F224
  6. Multi- power access Pricing Principle of Power Systems,F426.61
  7. Local governments in China to promote technological and financial development of policy options,F832;F276.44
  8. Harbin Haitong Securities Company Employee Incentive Mechanism,F832.5
  9. Based on the risk of default interest rate swap sides Pricing Model,F224
  10. Structured Investment Products Pricing and empirical research,F830.91
  11. Continuous-time stochastic volatility model nonparametric option pricing,F224
  12. Relationship between Management Degree of Overconfidence and the Agency Cost,F224
  13. Supply Chain Coordination with Contract to Reduce Lost Under Disruption Risk,F224
  14. Methods and Application of Revenue Management in Railway Freight,F224
  15. Clinical Research of Using Proprietary Chinese Medicines by Syndrome Differentiation and Treatment in Children with Acute Upper Respiratory Infection,R272
  16. Foreign personal property arbitrability of the dispute,D925.7
  17. On the choice of our response to climate change legislation adaptability,D922.6
  18. Research of Shipbuilding Industry Fixed Assets Investment Decision-Making Based on Real Options Theory,F830.9;F224
  19. China Mortgage Pricing,F293.3;F224
  20. Research of Heterogenity FDI’s Effect on Technology Progress in China,F832.6;F224
  21. Actuarial Approach reset option pricing,F224;F840

CLC: > Economic > Industrial economy > China Industrial Economy > Industrial sector economy
© 2012 www.DissertationTopic.Net  Mobile