@article{paperid:1061863, author = {Raouf Sheybani, Hani and Oloomi Buygi, Majid}, title = {How Does Pricing of Day-ahead Electricity Market Affect Put Option Pricing}, journal = {Iranian Journal of Electrical and Electronic Engineering}, year = {2016}, volume = {12}, number = {3}, month = {November}, issn = {1735-2827}, pages = {230--239}, numpages = {9}, keywords = {Equilibrium of joint put option and day-ahead markets; Option market modeling; Uniform pricing; Pay-as-bid pricing; Put option pricing; Supply function competition.}, }