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Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999 Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999

0-7695-0001-3/99 $10.00 (c) 1999 IEEE

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Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999 Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999

 

 

 

0-7695-0001-3/99 $10.00 (c) 1999 IEEE

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Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999 Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999

Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999 0-7695-0001-3/99 $10.00 (c) 1999

Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999 0-7695-0001-3/99 $10.00 (c) 1999

0-7695-0001-3/99 $10.00 (c) 1999 IEEE

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Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999 Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999

Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999 0-7695-0001-3/99 $10.00 (c) 1999

Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999 0-7695-0001-3/99 $10.00 (c) 1999

0-7695-0001-3/99 $10.00 (c) 1999 IEEE

4

Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999 Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999

Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999 0-7695-0001-3/99 $10.00 (c) 1999

0-7695-0001-3/99 $10.00 (c) 1999 IEEE

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Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999 Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999

ElectricityandNaturalGasForwardCurves

Futures Price PV021197 $40.00 $5.00 PV111097 COB111097 NG021197 $35.00 NG111097 $4.50 $30.00 $4.00 $25.00
Futures Price
PV021197
$40.00
$5.00
PV111097
COB111097
NG021197
$35.00
NG111097
$4.50
$30.00
$4.00
$25.00
$3.50
$20.00
$3.00
$15.00
$2.50
$10.00
$2.00
$5.00
$0.00
$1.50
1
2
3
4
5
6
7
8
9
10
11
12
TimetoMaturity(Month)

Gas Fired Power Plant Capacity Value ($/kW)

(Plantlifetime:15years;r_dist=10%;r_f=6%;rho=0.4)

Capacity Value

($/kW) OPT Value (PV11/10/97) 500.00 DCF Value (PV11/10/97) OPT Value (COB11/10/97) 450.00 DCF Value (COB11/10/97)
($/kW)
OPT Value (PV11/10/97)
500.00
DCF Value (PV11/10/97)
OPT Value (COB11/10/97)
450.00
DCF Value (COB11/10/97)
OPT Value (PV02/11/97)
400.00
DCF Value (PV02/11/97)
350.00
300.00
250.00
200.00
150.00
100.00
50.00
0.00
7
7.5
8
8.5
9
9.5
10
10.5
11
11.5

Heat Rate

0-7695-0001-3/99 $10.00 (c) 1999 IEEE

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Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999 Proceedings of the 32nd Hawaii International Conference on System Sciences - 1999

0-7695-0001-3/99 $10.00 (c) 1999 IEEE

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