A Time-Varying Copula Mixture for Hedging the Clean Spark Spread with Wind Power Futures
Year of publication: |
2017
|
---|---|
Authors: | Christensen, Troels Sønderby |
Other Persons: | Pircalabu, Anca (contributor) ; Høg, Esben (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Hedging | Multivariate Verteilung | Multivariate distribution | Windenergie | Wind energy | Derivat | Derivative |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 20, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3074296 [DOI] |
Classification: | C22 - Time-Series Models ; c58 ; G11 - Portfolio Choice ; G17 - Financial Forecasting ; Q40 - Energy. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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