An analytic hedging model of energy quanto contracts
Year of publication: |
June 2017
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Authors: | Kang, Sang Baum ; Zhao, Jialin |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 7.2017, 4, p. 737-746
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Subject: | Energy Quanto Contract | Financial Risk Management | Complex Derivative | Electricity Market | Energy Finance | Derivat | Derivative | Hedging | Energiemarkt | Energy market | Risikomanagement | Risk management | Elektrizitätswirtschaft | Electric power industry | Energiewirtschaft | Energy sector | Rohstoffderivat | Commodity derivative |
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