Blar i NTNU Open på forfatter "Medbø, Vegard Gjelsvik"

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    • Linepack storage valuation under price uncertainty 

      Arvesen, Øystein; Medbø, Vegard Gjelsvik; Fleten, Stein-Erik; Tomasgard, Asgeir; Westgaard, Sjur (Journal article; Peer reviewed, 2013)
      Natural gas flows in pipelines as a consequence of the pressure difference at the inlet and outlet. Adjusting these pressures makes it possible to inject natural gas at one rate and withdraw at a different rate, hence using ...

    • 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 ...