{"id":"https://openalex.org/W4225163277","doi":"https://doi.org/10.1007/s10700-022-09386-z","title":"Uncertain energy model for electricity and gas futures with application in spark-spread option price","display_name":"Uncertain energy model for electricity and gas futures with application in spark-spread option price","publication_year":2022,"publication_date":"2022-04-29","ids":{"openalex":"https://openalex.org/W4225163277","doi":"https://doi.org/10.1007/s10700-022-09386-z"},"language":"en","primary_location":{"id":"doi:10.1007/s10700-022-09386-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10700-022-09386-z","pdf_url":null,"source":{"id":"https://openalex.org/S93986401","display_name":"Fuzzy Optimization and Decision Making","issn_l":"1568-4539","issn":["1568-4539","1573-2908"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Fuzzy Optimization and Decision Making","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5010672134","display_name":"Farshid Mehrdoust","orcid":"https://orcid.org/0000-0002-0774-151X"},"institutions":[{"id":"https://openalex.org/I877176835","display_name":"University of Guilan","ror":"https://ror.org/01bdr6121","country_code":"IR","type":"education","lineage":["https://openalex.org/I877176835"]}],"countries":["IR"],"is_corresponding":true,"raw_author_name":"Farshid Mehrdoust","raw_affiliation_strings":["Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Guilan, Rasht, 41938-1914, Iran"],"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Guilan, Rasht, 41938-1914, Iran","institution_ids":["https://openalex.org/I877176835"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5004413211","display_name":"Idin Noorani","orcid":"https://orcid.org/0000-0002-5712-4296"},"institutions":[{"id":"https://openalex.org/I877176835","display_name":"University of Guilan","ror":"https://ror.org/01bdr6121","country_code":"IR","type":"education","lineage":["https://openalex.org/I877176835"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Idin Noorani","raw_affiliation_strings":["Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Guilan, Rasht, 41938-1914, Iran"],"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Guilan, Rasht, 41938-1914, Iran","institution_ids":["https://openalex.org/I877176835"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101592589","display_name":"Wei Xu","orcid":"https://orcid.org/0000-0001-5635-0761"},"institutions":[{"id":"https://openalex.org/I530967","display_name":"Toronto Metropolitan University","ror":"https://ror.org/05g13zd79","country_code":"CA","type":"education","lineage":["https://openalex.org/I530967"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Wei Xu","raw_affiliation_strings":["Department of Mathematics, Ryerson University, 350 Victoria Street, Toronto, ON, Canada"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Ryerson University, 350 Victoria Street, Toronto, ON, Canada","institution_ids":["https://openalex.org/I530967"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5010672134"],"corresponding_institution_ids":["https://openalex.org/I877176835"],"apc_list":{"value":2590,"currency":"EUR","value_usd":3390},"apc_paid":null,"fwci":10.9694,"has_fulltext":false,"cited_by_count":42,"citation_normalized_percentile":{"value":0.98061248,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":98,"max":100},"biblio":{"volume":"22","issue":"1","first_page":"123","last_page":"148"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9936000108718872,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9936000108718872,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9797000288963318,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.972000002861023,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/futures-contract","display_name":"Futures contract","score":0.8872787952423096},{"id":"https://openalex.org/keywords/electricity-price","display_name":"Electricity price","score":0.6961368322372437},{"id":"https://openalex.org/keywords/electricity","display_name":"Electricity","score":0.632029116153717},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.5854271054267883},{"id":"https://openalex.org/keywords/spark","display_name":"SPARK (programming language)","score":0.5098552107810974},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5053456425666809},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.4869895875453949},{"id":"https://openalex.org/keywords/energy","display_name":"Energy (signal processing)","score":0.42091548442840576},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4098219871520996},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4096730053424835},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3954216539859772},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.33173996210098267},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.15723729133605957},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.11042821407318115},{"id":"https://openalex.org/keywords/electrical-engineering","display_name":"Electrical engineering","score":0.07425373792648315}],"concepts":[{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.8872787952423096},{"id":"https://openalex.org/C2983129042","wikidata":"https://www.wikidata.org/wiki/Q870344","display_name":"Electricity price","level":3,"score":0.6961368322372437},{"id":"https://openalex.org/C206658404","wikidata":"https://www.wikidata.org/wiki/Q12725","display_name":"Electricity","level":2,"score":0.632029116153717},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5854271054267883},{"id":"https://openalex.org/C2781215313","wikidata":"https://www.wikidata.org/wiki/Q3493345","display_name":"SPARK (programming language)","level":2,"score":0.5098552107810974},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5053456425666809},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.4869895875453949},{"id":"https://openalex.org/C186370098","wikidata":"https://www.wikidata.org/wiki/Q442787","display_name":"Energy (signal processing)","level":2,"score":0.42091548442840576},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4098219871520996},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4096730053424835},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3954216539859772},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.33173996210098267},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.15723729133605957},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.11042821407318115},{"id":"https://openalex.org/C119599485","wikidata":"https://www.wikidata.org/wiki/Q43035","display_name":"Electrical engineering","level":1,"score":0.07425373792648315},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10700-022-09386-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10700-022-09386-z","pdf_url":null,"source":{"id":"https://openalex.org/S93986401","display_name":"Fuzzy Optimization and Decision Making","issn_l":"1568-4539","issn":["1568-4539","1573-2908"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Fuzzy Optimization and Decision Making","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:fuzodm:v:22:y:2023:i:1:d:10.1007_s10700-022-09386-z","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10700-022-09386-z","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/7","score":0.5099999904632568,"display_name":"Affordable and clean energy"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W2021171753","https://openalex.org/W2047356287","https://openalex.org/W2048150729","https://openalex.org/W2152380123","https://openalex.org/W2616402233","https://openalex.org/W2971516139","https://openalex.org/W2972346427","https://openalex.org/W2991766344","https://openalex.org/W3019634278","https://openalex.org/W3037727996","https://openalex.org/W3085603931","https://openalex.org/W3086511271","https://openalex.org/W3088439536","https://openalex.org/W3089122089","https://openalex.org/W3093697920","https://openalex.org/W3120322093","https://openalex.org/W3178096653","https://openalex.org/W3191620319","https://openalex.org/W4206175312","https://openalex.org/W4210507064","https://openalex.org/W4220822722","https://openalex.org/W4236577982","https://openalex.org/W6678868654","https://openalex.org/W6682597882","https://openalex.org/W6686515627"],"related_works":["https://openalex.org/W2080194917","https://openalex.org/W2230611034","https://openalex.org/W2494020708","https://openalex.org/W4387762087","https://openalex.org/W3015859229","https://openalex.org/W2069474937","https://openalex.org/W3124189739","https://openalex.org/W3124468328","https://openalex.org/W2796931557","https://openalex.org/W2099736277"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":10},{"year":2024,"cited_by_count":15},{"year":2023,"cited_by_count":8},{"year":2022,"cited_by_count":7}],"updated_date":"2026-04-23T09:07:50.710637","created_date":"2025-10-10T00:00:00"}
