A seasonal copula mixture for hedging the clean spark spread with wind power futures
Year of publication: |
2019
|
---|---|
Authors: | Christensen, Troels Sønderby ; Pircalabu, Anca ; Høg, Esben P. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 78.2019, p. 64-80
|
Subject: | Clean spark spread | Copula models | Hedging | Time-varying dependence | Wind power futures | Multivariate Verteilung | Multivariate distribution | Windenergie | Wind energy | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Windenergieanlage | Wind turbine |
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