Blar i NTNU Open på forfatter "Arvesen, Oystein"
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Valuation of a Combined Cycle Gas Turbine: under price uncertainty and operational constraints
Arvesen, Oystein; Medbø, Vegard Gjelsvik (Master thesis, 2012)In this thesis we combine multivariate time series modelling with real options theory to value a combined cycle gas turbine. We propose a novel price model with co-integrated power, gas and carbon prices, with multivariate ...