Natural gas storage valuation and optimization: A real options application

By Matt Thompson, M. Davison, H. Rasmussen. 2009

192 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/3a2c077b784e12ae6d8d34ebb14a6ab26b36d64b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Warrren B Powell
2. Yuxi Li
3. Hado van Hasselt
4. Frank L. Lewis
5. Kyriakos G. Vamvoudakis

In Finance

1. Warrren B Powell
2. Daniel R. Jiang

Citations in the corpus

• Optimal Hour-Ahead Bidding in the Real-Time Electricity Market with Battery Storage Using Approximate Dynamic Programming (2014, background): “In a similar vein, Thompson et al. (2009) formulate a stochastic control problem and numerically solve the resulting integro-differential equation to arrive at the optimal policy.”