Research Article
Options Procurement Policy for Option Contracts with Supply and Spot Market Uncertainty
Table 2
Effect of correlation between spot market price and liquidity.
| The correlation | Optimal solution | Wholesale contract | Option-type contract | | | | Total |
| 0.8 | 85.0244 | 19.7656 | 29.4336 | 49.1992 | 0.4 | 85.0244 | 19.7656 | 29.4336 | 49.1992 | 0 | 85.0244 | 19.2285 | 29.3262 | 48.5574 | ā0.4 | 85.0244 | 19.2285 | 28.7891 | 48.0176 | ā0.8 | 85.0244 | 18.5840 | 28.7891 | 47.3731 |
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