Managing the financial risks of electricity producers using options
Year of publication: |
2012
|
---|---|
Authors: | Pineda, S. ; Conejo, A.J. |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 34.2012, 6, p. 2216-2227
|
Publisher: |
Elsevier |
Subject: | Electricity market | Option | Forward contract | Electricity producer | Risk | Multi-stage stochastic programming |
Type of publication: | Article |
---|---|
Classification: | C02 - Mathematical Methods ; C44 - Statistical Decision Theory; Operations Research ; C52 - Model Evaluation and Testing ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D53 - Financial Markets ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: |
-
Managing the financial risks of electricity producers using options
Pineda, Salva, (2012)
-
Divergence and the price of uncertainty
Schneider, Paul, (2015)
-
Good Deal Hedging and Valuation Under Combined Uncertainty About Drift and Volatility
Becherer, Dirk, (2018)
- More ...
-
Managing the financial risks of electricity producers using options
Pineda, S., (2012)
-
Insuring unit failures in electricity markets
Pineda, S., (2010)
-
Insuring unit failures in electricity markets
Pineda, S., (2010)
- More ...