Downside risk and the energy hedger's horizon
Year of publication: |
2013
|
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Authors: | Conlon, Thomas ; Cotter, John |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 36.2013, p. 371-379
|
Subject: | Energy hedging | Futures hedging | Wavelet transform | Hedging horizon | Downside risk | Hedging | Derivat | Derivative | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Risiko | Risk |
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