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person:"Fantazzini, Dean"
~isPartOf:"Energy economics"
~person:"Küpker, Horst"
~person:"Pircalabu, Anca"
~subject:"Deutschland"
~subject:"Hedging"
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Hedging
Copula models
2
Multivariate Verteilung
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Clean spark spread
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Commodity derivative
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Day-ahead electricity prices
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Fantazzini, Dean
Küpker, Horst
Pircalabu, Anca
Power, Gabriel J.
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Avdulaj, Krenar
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Awudu, Iddrisu
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Energy economics
Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken
1
The journal of energy markets
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ECONIS (ZBW)
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A seasonal copula mixture for hedging the clean spark spread with wind power futures
Christensen, Troels Sønderby
;
Pircalabu, Anca
;
Høg, …
- In:
Energy economics
78
(
2019
),
pp. 64-80
Persistent link: https://www.econbiz.de/10012159883
Saved in:
2
A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets
Pircalabu, Anca
;
Benth, Fred Espen
- In:
Energy economics
68
(
2017
),
pp. 283-302
Persistent link: https://www.econbiz.de/10011905725
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