Strips of hourly power options: approximate hedging using average-based forward contracts
Year of publication: |
2009
|
---|---|
Authors: | Lindell, Andreas ; Raab, Mikael |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 31.2009, 3, p. 348-355
|
Subject: | Hedging | Energiehandel | Energy trade |
-
Frestad, Dennis, (2008)
-
Energy markets : price risk management and trading
James, Tom, (2008)
-
Hedging with futures : efficacy of GARCH correlation models to European electricity markets
Zanotti, Giovanna, (2010)
- More ...
-
Strips of hourly power options—Approximate hedging using average-based forward contracts
Lindell, Andreas, (2009)
-
Strips of hourly power options—Approximate hedging using average-based forward contracts
Lindell, Andreas, (2009)
-
Strips of hourly power options--Approximate hedging using average-based forward contracts
Lindell, Andreas, (2009)
- More ...