@article{paperid:1088236,
author = {Hani Raouf Sheybani and Oloomi Buygi, Majid},
title = {Equilibrium-Based Black-Scholes Option Pricing in Electricity Markets},
journal = {IEEE Systems Journal},
year = {2021},
volume = {16},
number = {4},
month = {January},
issn = {1932-8184},
pages = {5413--5423},
			numpages = {10},
keywords = {Black–Scholes option pricing; equilibrium of the option and day-ahead markets; option pricing in financial electricity markets; price elasticity of loads in financial and physical electricity markets},
}