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Showing 1 to 1 of 1 for “"Financial Transmission Rights, PJM market, Power market, Mathematics"”.
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Analysis of Financial Transmission Rights Obligations and Hourly Congestion Prices in PJM Markets
… 1st, 2015 through December 31st, 2018 between PJM Western and AEP Dayton hubs and concluded that there are positive net profits in FTR obligation contracts if someone were to buy and hold the contracts until they were actualized. We applied Schwartz’s one-factor log-model to changes in …