A new approach to evaluating the cost-efficiency of complex hedging strategies : an application to electricity price-volume quanto contracts
Year of publication: |
2019
|
---|---|
Authors: | Kang, Sang Baum ; Ong, Michael K. ; Zhao, Jialin |
Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 12.2019, 3, p. 1-27
|
Subject: | electricity market | hedging evaluation | quanto contracts | financial risk management | cost-efficiency | Theorie | Theory | Hedging | Elektrizitätswirtschaft | Electric power industry | Derivat | Derivative | Risikomanagement | Risk management |
-
An analytic hedging model of energy quanto contracts
Kang, Sang Baum, (2017)
-
Determinants of power spreads in electricity futures markets : a multinational analysis
Spodniak, Petr, (2017)
-
Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes
Souhir, Ben Amor, (2019)
- More ...
-
Co-Simulation of Risk Factors in Power Markets
Zhao, Jialin, (2015)
-
Kang, Sang Baum, (2019)
-
An analytic hedging model of energy quanto contracts
Kang, Sang Baum, (2017)
- More ...