{"id":"https://openalex.org/W4214529774","doi":"https://doi.org/10.1109/isgtasia49270.2021.9715613","title":"Call-options in Peer-to-Peer Energy Markets","display_name":"Call-options in Peer-to-Peer Energy Markets","publication_year":2021,"publication_date":"2021-12-05","ids":{"openalex":"https://openalex.org/W4214529774","doi":"https://doi.org/10.1109/isgtasia49270.2021.9715613"},"language":"en","primary_location":{"id":"doi:10.1109/isgtasia49270.2021.9715613","is_oa":false,"landing_page_url":"https://doi.org/10.1109/isgtasia49270.2021.9715613","pdf_url":null,"source":{"id":"https://openalex.org/S4363605822","display_name":"2021 IEEE PES Innovative Smart Grid Technologies - Asia (ISGT Asia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2021 IEEE PES Innovative Smart Grid Technologies - Asia (ISGT Asia)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://www.research.ed.ac.uk/en/publications/55537277-30a6-4984-aa78-b7125dd49e55","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5032210586","display_name":"Jaysson Guerrero","orcid":"https://orcid.org/0000-0001-6945-0307"},"institutions":[{"id":"https://openalex.org/I114017466","display_name":"University of Technology Sydney","ror":"https://ror.org/03f0f6041","country_code":"AU","type":"education","lineage":["https://openalex.org/I114017466"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"Jaysson Guerrero","raw_affiliation_strings":["Institute for Sustainable Futures, University of Technology Sydney,Sydney,NSW,Australia","Institute for Sustainable Futures, University of Technology Sydney, Sydney, NSW, Australia"],"affiliations":[{"raw_affiliation_string":"Institute for Sustainable Futures, University of Technology Sydney,Sydney,NSW,Australia","institution_ids":["https://openalex.org/I114017466"]},{"raw_affiliation_string":"Institute for Sustainable Futures, University of Technology Sydney, Sydney, NSW, Australia","institution_ids":["https://openalex.org/I114017466"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5000042067","display_name":"Thomas Morstyn","orcid":"https://orcid.org/0000-0003-2781-9588"},"institutions":[{"id":"https://openalex.org/I98677209","display_name":"University of Edinburgh","ror":"https://ror.org/01nrxwf90","country_code":"GB","type":"education","lineage":["https://openalex.org/I98677209"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Thomas Morstyn","raw_affiliation_strings":["School of Engineering, University of Edinburgh,Edinburgh,UK,EH9 3FE"],"affiliations":[{"raw_affiliation_string":"School of Engineering, University of Edinburgh,Edinburgh,UK,EH9 3FE","institution_ids":["https://openalex.org/I98677209"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5032210586"],"corresponding_institution_ids":["https://openalex.org/I114017466"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.31021499,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"5"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10603","display_name":"Smart Grid Energy Management","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10603","display_name":"Smart Grid Energy Management","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10917","display_name":"Smart Grid Security and Resilience","score":0.9672999978065491,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11182","display_name":"Auction Theory and Applications","score":0.965499997138977,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/peer-to-peer","display_name":"Peer-to-peer","score":0.7494552135467529},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5117275714874268},{"id":"https://openalex.org/keywords/peer-review","display_name":"Peer review","score":0.47619926929473877},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.37301650643348694},{"id":"https://openalex.org/keywords/computer-network","display_name":"Computer network","score":0.28726673126220703}],"concepts":[{"id":"https://openalex.org/C534932454","wikidata":"https://www.wikidata.org/wiki/Q161410","display_name":"Peer-to-peer","level":2,"score":0.7494552135467529},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5117275714874268},{"id":"https://openalex.org/C138368954","wikidata":"https://www.wikidata.org/wiki/Q215028","display_name":"Peer review","level":2,"score":0.47619926929473877},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.37301650643348694},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.28726673126220703},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/isgtasia49270.2021.9715613","is_oa":false,"landing_page_url":"https://doi.org/10.1109/isgtasia49270.2021.9715613","pdf_url":null,"source":{"id":"https://openalex.org/S4363605822","display_name":"2021 IEEE PES Innovative Smart Grid Technologies - Asia (ISGT Asia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2021 IEEE PES Innovative Smart Grid Technologies - Asia (ISGT Asia)","raw_type":"proceedings-article"},{"id":"pmh:oai:pure.ed.ac.uk:openaire/55537277-30a6-4984-aa78-b7125dd49e55","is_oa":true,"landing_page_url":"https://www.research.ed.ac.uk/en/publications/55537277-30a6-4984-aa78-b7125dd49e55","pdf_url":null,"source":{"id":"https://openalex.org/S4406922455","display_name":"Edinburgh Research Explorer","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Guerrero, J & Morstyn, T 2021, Call-options in Peer-to-Peer Energy Markets. in 2021 IEEE PES Innovative Smart Grid Technologies - Asia, ISGT Asia 2021. 2021 IEEE PES Innovative Smart Grid Technologies - Asia, ISGT Asia 2021, Institute of Electrical and Electronics Engineers, 2021 IEEE PES Innovative Smart Grid Technologies - Asia, ISGT Asia 2021, Brisbane, Australia, 5/12/21. https://doi.org/10.1109/ISGTASIA49270.2021.9715613","raw_type":"contributionToPeriodical"},{"id":"pmh:oai:pure.ed.ac.uk:publications/55537277-30a6-4984-aa78-b7125dd49e55","is_oa":false,"landing_page_url":"http://www.scopus.com/inward/record.url?scp=85126912261&partnerID=8YFLogxK","pdf_url":null,"source":{"id":"https://openalex.org/S4406922455","display_name":"Edinburgh Research Explorer","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":""}],"best_oa_location":{"id":"pmh:oai:pure.ed.ac.uk:openaire/55537277-30a6-4984-aa78-b7125dd49e55","is_oa":true,"landing_page_url":"https://www.research.ed.ac.uk/en/publications/55537277-30a6-4984-aa78-b7125dd49e55","pdf_url":null,"source":{"id":"https://openalex.org/S4406922455","display_name":"Edinburgh Research Explorer","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Guerrero, J & Morstyn, T 2021, Call-options in Peer-to-Peer Energy Markets. in 2021 IEEE PES Innovative Smart Grid Technologies - Asia, ISGT Asia 2021. 2021 IEEE PES Innovative Smart Grid Technologies - Asia, ISGT Asia 2021, Institute of Electrical and Electronics Engineers, 2021 IEEE PES Innovative Smart Grid Technologies - Asia, ISGT Asia 2021, Brisbane, Australia, 5/12/21. https://doi.org/10.1109/ISGTASIA49270.2021.9715613","raw_type":"contributionToPeriodical"},"sustainable_development_goals":[{"display_name":"Affordable and clean energy","id":"https://metadata.un.org/sdg/7","score":0.800000011920929}],"awards":[{"id":"https://openalex.org/G5701061924","display_name":null,"funder_award_id":"EP/T028564/1","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"}],"funders":[{"id":"https://openalex.org/F4320334627","display_name":"Engineering and Physical Sciences Research Council","ror":"https://ror.org/0439y7842"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W2036074153","https://openalex.org/W2604356045","https://openalex.org/W2786215208","https://openalex.org/W2926759486","https://openalex.org/W2973876536","https://openalex.org/W3005051795","https://openalex.org/W3042564935","https://openalex.org/W3103929298","https://openalex.org/W3129141273","https://openalex.org/W3164017641"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2002490650","https://openalex.org/W2322032246","https://openalex.org/W2057688614","https://openalex.org/W2067368164","https://openalex.org/W3168910912","https://openalex.org/W2080162505","https://openalex.org/W154757022","https://openalex.org/W2951743068","https://openalex.org/W4245517956"],"abstract_inverted_index":{"This":[0,83],"paper":[1,84],"proposes":[2,85],"the":[3,22,53,72,88],"novel":[4],"application":[5,89],"of":[6,42,67,90],"call-options":[7],"for":[8,24,74],"financial":[9,81,99,121],"loss":[10],"mitigation":[11],"in":[12,59,93,105],"a":[13,46],"peer-to-peer":[14],"(P2P)":[15],"energy":[16,19,62,79],"market.":[17],"P2P":[18,61,94,115],"markets":[20,95],"present":[21],"opportunity":[23],"end-users":[25],"to":[26,49,76,96,102,119,136],"trade":[27],"electricity":[28,34],"among":[29],"themselves":[30],"by":[31],"managing":[32],"their":[33,50,127],"usage":[35],"and":[36,86,130],"production":[37],"capabilities.":[38],"But":[39],"variability":[40],"char-acteristics":[41],"renewable":[43,68,106],"resources":[44],"pose":[45],"fundamental":[47],"challenge":[48],"integration":[51],"into":[52],"grid":[54],"as":[55,57],"well":[56],"participating":[58],"emerging":[60],"markets.":[63],"The":[64],"growing":[65],"penetration":[66],"supply":[69],"will":[70],"increase":[71],"need":[73],"tools":[75],"mitigate":[77,137],"potential":[78],"traders&#x0027;":[80],"losses.":[82,139],"evaluates":[87],"call-option":[91],"contracts":[92],"hedge":[97],"against":[98],"losses":[100,122],"related":[101],"power":[103],"shortfall":[104],"supply.":[107],"A":[108],"case":[109],"study":[110],"is":[111],"presented,":[112],"showing":[113],"that":[114],"traders":[116],"might":[117],"have":[118],"bear":[120],"when":[123],"they":[124],"cannot":[125],"meet":[126],"market":[128],"obligations,":[129],"how":[131],"options":[132],"can":[133],"be":[134],"used":[135],"such":[138]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
