On the spatial hedging effectiveness of German wind power futures for wind power generators
Year of publication: |
2018
|
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Authors: | Christensen, Troels Sønderby ; Pircalabu, Anca |
Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 11.2018, 3, p. 71-96
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Subject: | wind power generation | wind power futures (WPF) | spatial risk | copula models | hedging | tail dependence | Windenergie | Wind energy | Hedging | Deutschland | Germany | Windenergieanlage | Wind turbine | Multivariate Verteilung | Multivariate distribution | Derivat | Derivative |
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