The hedging effectiveness of electricity futures in the Spanish market
Juan Ignacio Peña
| Year of publication: |
2023
|
|---|---|
| Authors: | Peña Sánchez de Rivera, Juan Ignacio |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 53.2023, p. 1-7
|
| Subject: | Electricity markets | Futures contracts | Hedge effectiveness | Optimal hedge ratio | Spanien | Spain | Derivat | Derivative | Hedging | Elektrizitätswirtschaft | Electric power industry | Futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103507 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472285