Speculative trading of electricity contracts in interconnected locations
Álvaro Cartea, Sebastian Jaimungal, Zhen Qin
| Year of publication: |
2019
|
|---|---|
| Authors: | Cartea, Álvaro ; Jaimungal, Sebastian ; Qin, Zhen |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 79.2019, p. 3-20
|
| Subject: | Ambiguity aversion | Electricity interconnector | Model uncertainty | Statistical arbitrage | Theorie | Theory | Elektrizitätswirtschaft | Electric power industry | Entscheidung unter Unsicherheit | Decision under uncertainty | Spekulation | Speculation | Arbitrage | Risikoaversion | Risk aversion | Elektrizitätsversorgung | Electricity supply | Elektrizität | Electricity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.11.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012172248