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Regulatory Barriers to Lowering the Carbon Content of Energy Services
Energy Services Carbon Content
2015/7/31
This document compiles a list of state and local regulatory
barriers to greater penetration of technologies and mechanisms
that reduce the carbon content of the energy services consumed
in the U...
Report on “Proposal for Determining and Assigning the Reliability Charge for the Wholesale Energy Market” and “Electronic System of Standardized Long-Term Contracts (SEC)”
Determining and Assigning Reliability Charge
2015/7/31
The Comisión de Regulación de Energía y Gas (CREG) has proposed a new
mechanism for determining and assigning the reliability charge in the Colombian
wholesale electricity market (CxC) and an elec...
Research on Energy Conservation and Emission Reduction Based on the Economic Transformation and Upgrading of Jiangsu Province in China
Economic Transformation Upgrading Energy Conservation Emission Reduction Input-output Analysis
2013/2/19
With China’s rapid economic development, the economic transformation and emission reduction based on energy conservation are the two key problems of Chinese economic development. In this article, we m...
Statistical mechanics of money, debt, and energy consumption
Statistical mechanics debt energy consumption
2010/10/21
We briefly review statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as ran...
Calibration of One- and Two-Factor Models For Valuation of Energy Multi-Asset Derivative Contracts
Valuation Energy Multi-Asset Derivative Contracts
2010/12/13
We study historical calibration of one- and two-factor models that are known to describe relatively well the dynamics of energy underlyings such as spot and index natural gas or oil prices at differe...
Counterparty risk valuation for Energy-Commodities swaps: Impact of volatilities and correlation
Counterparty Risk, Credit Valuation adjustment Commodities Swaps,Oil models Convenience Yield models Stochastic Intensity models
2010/10/29
It is commonly accepted that Commodities futures and forward prices, in principle, agree under some simplifying assumptions. One of the most relevant assumptions is the absence of counterparty risk. I...