Option Portfolio Arbitrage Strategy for Gas Power Generator under the Context of Carbon Neutrality

Weide GU; Yuan LENG; Shuying LAI; Jing QIU; Yuechuan TAO; Junhua ZHAO

doi:10.12204/j.issn.1000-7229.2022.04.002

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Electric Power Construction ›› 2022, Vol. 43 ›› Issue (4) : 10-19. DOI: 10.12204/j.issn.1000-7229.2022.04.002

Energy and Power Technology, Economy and Policies Towards Carbon Peaking and Carbon Neutrality · Hosted by Associate Professor ZHAO Junhua, Dr. QIU Jing and Professor WEN Fushuan·

Option Portfolio Arbitrage Strategy for Gas Power Generator under the Context of Carbon Neutrality

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2022, 43(4): 10-19 https://doi.org/10.12204/j.issn.1000-7229.2022.04.002

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Administrator：State Grid Corporation of China
Sponsors：
State Grid Economic and Technological Research Institute Co. Ltd
China Power Engineering Consulting Group Co., Ltd
China Electric Power Research Institute
Editor in Chief: Zhang Quan
Associate Editor-in-Chief:KANG Chongqing, BI Tianshu, LI Hui
Executive Editor-in-Chief:YANG Weihong, SHENG Yi
Editorial Director:WEI Xihui
CN: 11-2583/TM
ISSN: 1000-7229

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Received	Published
2021-09-27	2022-04-01
Issue Date
2022-03-24

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