@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.},
}