Put Option Pricing and Its Effects on Day-Ahead Electricity Markets. - Hani Raouf Sheybani; Majid Oloomi Buygi (IEEE Syst. J., 2018)

Equilibrium-Based Black-Scholes Option Pricing in Electricity Markets. - Hani Raouf Sheybani; Majid Oloomi Buygi (IEEE Syst. J., 2022)

Nash Equilibrium of Joint Day-ahead Electricity Markets and Forward Contracts in Congested Power Systems. - Mohsen Banaei; Majid Oloomi Buygi; Hani Raouf Sheybani; Razgar Ebrahimy; Henrik Madsen (CoRR, 2023)