Optimal static hedging of volumetric risk in a comparative wholesale electricity market
Year of publication: |
2010
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Authors: | Oum, Yumi ; Oren, Shmuel S. |
Published in: |
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS. - Catonsville, MD : Institute for Operations Research and the Management Sciences, ISSN 1545-8490, ZDB-ID 2141455-5. - Vol. 7.2010, 1, p. 107-122
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Subject: | Hedging | Elektrizitätswirtschaft | Electric power industry | Großhandel | Wholesale trade | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management |
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