Risk management of renewable power producers from co-dependencies in cash flows
Saptarshi Bhattacharya, Aparna Gupta, Koushik Kar, Abena Owusu
| Year of publication: |
2020
|
|---|---|
| Authors: | Bhattacharya, Saptarshi ; Gupta, Aparna ; Kar, Koushik ; Owusu, Abena |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 283.2020, 3 (16.6.), p. 1081-1093
|
| Subject: | Cooling/Heating degree days (CDD/HDD) | Cross hedging | Optimal hedge | Vector auto-regression | Volatility dynamics | Hedging | Volatilität | Volatility | Theorie | Theory | Risikomanagement | Risk management | Cash Flow | Cash flow |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2019.11.069 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012171766