Netherlands
Birchall to head LCH Asia, and more
Latest job changes across the industry
Netherlands–Belgium cross-border intra-day electricity trading begins
Move will lead to alignment of intra-day fees in March
Option pricing for power prices with spikes
European power prices are very volatile and subject to spikes, particularly in German and Dutch markets. Ronald Huisman and Cyriel de Jong examine the impact of spikes on option prices by comparing prices from a standard mean-reverting model and a regime…