Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market
Year of publication: |
2019
|
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Authors: | Matsumoto, Takuji ; Yamada, Yuji |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 26.2019, 2, p. 211-227
|
Subject: | Cross hedge | Non-parametric regression | Minimum variance hedge | Prediction errors | Solar power energy | Weather derivatives | Hedging | Derivat | Derivative | Wetter | Weather | Prognoseverfahren | Forecasting model | Sonnenenergie | Solar energy | Theorie | Theory |
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