Options Procurement Policy for Option Contracts with Supply and Spot Market Uncertainty

<table class="table-group" id="tab3"><tr><td><table class="table"><tr><td class="thead-hr" colspan="5"><hr/></td></tr><tr class="thead"><td align="left" rowspan="3">The correlation</td><td align="center" colspan="4"> Optimal solution </td></tr><tr class="thead"><td align="center"> Wholesale contract </td><td align="center" colspan="3"> Option-type contract </td></tr><tr class="thead"><td align="center"><span style="width: 20.7875px;"><svg height="17.825001" id="M196" style="vertical-align:-4.17198pt" version="1.1" viewbox="0 0 20.7875 17.825001" width="20.7875" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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</svg></span></td><td align="center"> Total </td></tr><tr><td class="thead-hr" colspan="5"><hr/></td></tr><tr><td align="left"> 0.8 </td><td align="center"> 85.0244 </td><td align="center"> 18.5840 </td><td align="center"> 25.7812 </td><td align="center"> 44.3652</td></tr><tr><td align="left"> 0.4 </td><td align="center"> 85.0244 </td><td align="center"> 19.2285 </td><td align="center"> 27.5000 </td><td align="center"> 46.7285</td></tr><tr><td align="left"> 0 </td><td align="center"> 85.0244 </td><td align="center"> 19.2285 </td><td align="center"> 29.3262 </td><td align="center"> 48.5547</td></tr><tr><td align="left">−0.4 </td><td align="center"> 85.0244 </td><td align="center"> 19.2285 </td><td align="center"> 31.1534 </td><td align="center"> 50.3809</td></tr><tr><td align="left">−0.8 </td><td align="center"> 85.0244 </td><td align="center"> 19.7656 </td><td align="center"> 32.4414 </td><td align="center"> 52.2070</td></tr><tr class="table-tr"><td colspan="5"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

Effect of correlation between market liquidity and demand.

Discrete Dynamics in Nature and Society

tab3

Table 3

Table 3: Options Procurement Policy for Option Contracts with Supply and Spot Market Uncertainty 