@article{paperid:1070416, author = {Raouf Sheybani, Hani and Oloomi Buygi, Majid}, title = {Put Option Pricing and Its Effects on Day-Ahead Electricity Markets}, journal = {IEEE Systems Journal}, year = {2018}, volume = {12}, number = {3}, month = {September}, issn = {1932-8184}, pages = {2821--2831}, numpages = {10}, keywords = {Cournot competition; equilibrium of joint put op- tion and day-ahead markets; option market modeling; put option pricing.}, }