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type_genre:"Hochschulschrift"
~person:"Christensen, Troels Sønderby"
~subject:"Derivat"
~type_genre:"Article in journal"
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On the spatial hedging effectiveness of German wind power futures for wind power generators
Christensen, Troels Sønderby
;
Pircalabu, Anca
- In:
The journal of energy markets
11
(
2018
)
3
,
pp. 71-96
Persistent link: https://www.econbiz.de/10012001939
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2
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
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3
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
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