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Quantifying risk in the electricity business : a RAROC-based approach

Prokopczuk, Marcel; Račev, Svetlozar T.; Schindlmayr, Gero - In: Energy economics 29 (2007) 5, pp. 1033-1049

Persistent link: https://www.econbiz.de/10003603307

Downside risk and the energy hedger's horizon

Conlon, Thomas; Cotter, John - In: Energy economics 36 (2013), pp. 371-379

Persistent link: https://www.econbiz.de/10009724683

A dynamic network analysis of spot electricity prices in the Australian national electricity market

Yan, Guan; Trück, Stefan - In: Energy economics 92 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012519993

A utility based approach to energy hedging

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

Persistent link: https://www.econbiz.de/10010219885

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