Quadratic hedging of commodity and energy cash flows
Nicola Secomandi
| Year of publication: |
2019
|
|---|---|
| Authors: | Secomandi, Nicola |
| Published in: |
Emerging technology & advances in supply chain finance & risk management. - Boston : now, ISBN 978-1-68083-554-0. - 2019, p. 157-174
|
| Subject: | Hedging | Energiepreis | Energy price | Dynamische Optimierung | Dynamic programming | Cash Flow | Cash flow | Rohstoffhandel | Commodity trade |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1561/0200000089 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012016337