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A utility based approach to energy hedging

Cotter, John; Hanly, Jim - In: Energy Economics 34 (2012) 3, pp. 817-827

A key issue in the estimation of energy hedges is the hedgers' attitude towards risk which is encapsulated in the form of the hedgers' utility function. However, the literature typically uses only one form of utility function such as the quadratic when estimating hedges. This paper addresses...

Persistent link: https://www.econbiz.de/10010571697