Figures index

From

Simulation for Pricing Electricity Consumptions in Nigeria and Hedging of Generation and Transmission Costs

Oyediran Benjamin Oyelami, Adedamola Adewumi Adedoyin

American Journal of Modeling and Optimization. 2015, 3(1), 7-21 doi:10.12691/ajmo-3-1-2
  • Figure 1. Demand supply of electricity in Nigeria (1970-2005)
  • Figure 2. Demand supply of electricity in Nigeria (1975-2012)
  • Figure 3. Ornstein-Uhlenbeck model for σ=0
  • Figure 4. Ornstein-Uhlenbeck model σ=0.812
  • Figure 5. simulation of spot price of electricity at σ=0.0812
  • Figure 6. Return series for electricity pricing
  • Figure 7. Simulation of price of electricity at σ=0.0812+x, for 0.7812
  • Figure 8. Call price simulation
  • Figure 9. Put price simulation
  • Figure 10. Electricity price using gamma sensitivity
  • Figure 11. Electricity price using rho sensitivity
  • Figure 12. Call option Gamma sensitivity
  • Figure 13. Call option Theta sensitivity
  • Figure 14. Call option Rho sensitivity
  • Figure 15. Put Option Theta sensitivity
  • Figure 16. Vega Option Theta sensitivity
  • Figure 17. Put option Rho sensitivity