1. Deng, S.-J. and Oren, S.S., "Electricity derivatives and risk management", Energy, Vol. 31, No. 6, (2006), 940-953.
2. Wang, R.-q., Li, Y.-z. and Zhang, S.-h., "Analysis of supply function equilibrium in electricity markets with financial options contracts", in Electric Utility Deregulation and Restructuring and Power Technologies. DRPT. Third International Conference on, IEEE., (2008), 247-251.
3. Hull, J.C., "Options, futures, and other derivatives, Pearson Education India, (2006).
4. Chung, T., Zhang, S., Yu, C. and Wong, K., "Electricity market risk management using forward contracts with bilateral options", IEE Proceedings-Generation, Transmission and Distribution, Vol. 150, No. 5, (2003), 588-594.
5. Ruiqing, W., Yuzeng, L. and Shaohua, Z., "Equilibrium for spot and options markets with capacity constraints", in Control Conference. CCC. 27th Chinese, IEEE., (2008), 758-762.
6. Zhang, S., Fu, X. and Wang, X., "Effects of option contracts on electricity markets: A cournot equilibrium analysis", in Power and Energy Engineering Conference (APPEEC), Asia-Pacific, IEEE., (2012), 1-5.
7. Wang, R., Li, Y. and Zhang, S., "Joint equilibrium analysis for options and spot gaming in electricity markets with transmission constraints", in Intelligent Control and Automation, WCICA. 7th World Congress on, IEEE., (2008), 6497-6502.
8. Fanelli, V., Maddalena, L. and Musti, S., "Asian options pricing in the day-ahead electricity market", Sustainable Cities and Society, Vol. 27, (2016), 196-202.
9. Raouf Sheybani, H. and Oloomi Buygi, M., "How does pricing of day-ahead electricity market affect put option pricing", Iranian Journal of Electrical and Electronic Engineering, Vol. 12, (2016).
10. Bian, Q. and Lu, Z., "The valuation of optional financial contract in electricity market", (2012).
11. Davison, M., Anderson, C.L., Marcus, B. and Anderson, K., "Development of a hybrid model for electrical power spot prices", IEEE Transactions on Power Systems, Vol. 17, No. 2, (2002), 257-264.
12. Buygi, M.O., Zareipour, H. and Rosehart, W.D., "Impacts of large-scale integration of intermittent resources on electricity markets: A supply function equilibrium approach", IEEE Systems Journal, Vol. 6, No. 2, (2012), 220-232.
13. Baldick, R., "Electricity market equilibrium models: The effect of parametrization", IEEE Transactions on Power Systems, Vol. 17, No. 4, (2002), 1170-1176.
14. Chen, Y. and Hobbs, B.F., "An oligopolistic power market model with tradable no/sub x/permits", IEEE Transactions on Power Systems, Vol. 20, No. 1, (2005), 119-129.
15. Rana, U. and Ahmad, A., "Numerical solution of pricing of european put option with stochastic volitility", International Journal of Engineering, Vol. 24, No. 2, (2011).
16. Couchman, P., Kouvaritakis, B., Cannon, M. and Prashad, F., "Gaming strategy for electric power with random demand", IEEE Transactions on Power Systems, Vol. 20, No. 3, (2005), 1283-1292.
17. Hjalmarsson, E., "Does the black-scholes formula work for electricity markets? A nonparametric approach", rapport nr.: Working Papers in Economics, No. 101, (2003).