The gas-electricity swap is one that receives the return on electricity prices and pays the return on

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The gas-electricity swap is one that receives the return on electricity prices and pays the return on natural gas prices. What business entity does this swap mimic?

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Derivatives Principles And Practice

ISBN: 9780078034732

2nd Edition

Authors: Rangarajan Sundaram

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Question Posted: Jan 11, 2024 09:03 AM

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The gas-electricity swap is one that receives the return on electricity prices and pays the return on

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The swap mimics a gaspowered electricity generating plant These p...View the full answer

Derivatives Principles And Practice

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