An option on the spark spread, i.e., the difference between power prices and prices of fuels and emission. It gives...

An option that gives the holder the right, without the obligation, to enter into a spark spread swap by a...

The difference between the general collateral rate (general repo rate) and the specific collateral rate (special repo rate): s =...

A spark spread that captures the gross margin reflecting the economics of a coal-fired power plant. More specifically, it refers...

An option on the dark spread, i.e., on the gross margin from electricity generated using coal. More specifically, this option...

An energy swap that involves the exchange of the dark spread, i.e., the variable primary energy price of coal and...

A spark spread that captures the gross margin reflecting the economics of a coal-fired power plant. More specifically, it refers...

A swap which allows one of the counterparties to lock in the spread between two different points on a particular...

An option or futures spread trade that is established by simultaneously buying and selling options or futures that have different...

It stands for option-adjusted spread; the credit spread that is added over the spot rates (the Treasury spot rate curve,...