Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 5 of 5 for “"energy derivatives"”.
-
Modelling energy markets and pricing energy derivatives
… modelling the underlying spot price dynamics in energy markets. After a brief introduction in the alternative forms of derivation that may be used for speculative and risk management purposes in energy markets, we assess the performance of the standard Black's framework in modelling energy …
-
Energy Derivatives of Correlated Wavefunctions: A Matrix Directed Approach (Dimagnesium)
… are necessarily constructed and stored in the energy evaluation, calculational time is minimized. Demonstration calculations using this method are performed for electric field derivatives. Results comparing expectation values versus analytic derivative values are presented for HF and CO as a …
-
Microcirculatory and Myocardial Physiology in Ischaemic Left Ventricualr Dysfunction
… intensity analysis performed to determine the energy flux in the coronary circulation was undertaken following percutaneous revascularization, in two distinct cohorts. Firstly, in a group with recent myocardial infarction and secondly in a group undergoing revascularization supported by …
-
Development and Assessment of Pair Natural Orbitals Coupled Cluster Quadratic Response Properties
… such as hyperpolarizabilities (third-order energy derivatives). These findings suggest that LPNO-type methods are fundamentally unsuitable for use with numerical differentiation when targeting nonlinear properties. As an alternative, we explore a response theory-based approach. By employing …
-
Pricing of Swing Options: A Monte Carlo Simulation Approach
… early exercise options that are traded in energy market, particularly in the electricity and natural gas markets. These contracts permit the option holder to periodically exercise the right to trade a variable amount of energy with a counterparty, subject to local volumetric constraints. In …