Research Article
Options Procurement Policy for Option Contracts with Supply and Spot Market Uncertainty
Table 3
Effect of correlation between market liquidity and demand.
| The correlation | Optimal solution | Wholesale contract | Option-type contract | | | | Total |
| 0.8 | 85.0244 | 18.5840 | 25.7812 | 44.3652 | 0.4 | 85.0244 | 19.2285 | 27.5000 | 46.7285 | 0 | 85.0244 | 19.2285 | 29.3262 | 48.5547 | ā0.4 | 85.0244 | 19.2285 | 31.1534 | 50.3809 | ā0.8 | 85.0244 | 19.7656 | 32.4414 | 52.2070 |
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