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Stromderivate - Anwendung im Risikomanagement und Bewertungsansätze
Borgmann, Eberhard - In: Risikomanagement aus Bankenperspektive : Grundlagen, …, (pp. 321-338). 2006
Persistent link: https://www.econbiz.de/10003372470
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Hedging performance and multiscale relationships in the German electricity spot and futures markets
Madaleno, Mara; Pinho, Carlos - In: Journal of risk and financial management : JRFM 3 (2010) 1, pp. 26-62
We explore optimal hedge ratios and hedging effectiveness for the German electricity market. Given the increasing attention that wavelets received in the financial market, we concentrate on the investigation of the relationship, covariance/coherence evolution and hedge ratio analysis, on a...
Persistent link: https://www.econbiz.de/10011555959
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Introducing new risk classes to organized exchanges: the case of electricity derivatives
Geyer, Christian; Seifert, Werner G. - In: Risk management : challenge and opportunity ; with 125 …, (pp. 651-670). 2005
Persistent link: https://www.econbiz.de/10002449470
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Introducing new risk classes to organized exchange: the case of electricity derivatives
Geyer, Christian; Seifert, Werner G. - In: Risk management : challenge and opportunity : with 37 …, (pp. 63-84). 2000
Persistent link: https://www.econbiz.de/10001495909
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The relationship between day-ahead and futures prices in the electricity markets : an empirical analysis on Italy, France, Germany and Switzerland
Bonaldo, Cinzia; Caporin, Massimiliano; Fontini, Fulvio - 2021
Persistent link: https://www.econbiz.de/10013256293
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Energiehandel in Europa : Öl, Gas, Strom, Derivate, Zertifikate
Zenke, Ines; Schäfer, Ralf; Abwerzger, Gerald; … - 2017 - 4. Auflage
Persistent link: https://www.econbiz.de/10011705194
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Bilanzierung von Commodity-Derivaten : eine handels- und steuerrechtliche Analyse am Beispiel von Strom-Derivaten
Wallbaum, Jörg - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013435037
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The relationship between day-ahead and future prices in electricity markets : an empirical analysis on Italy, France, Germany, and Switzerland
Bonaldo, Cinzia; Caporin, Massimiliano; Fontini, Fulvio - In: Energy economics 110 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013349919
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Macroeconomic news effects in commodity futures and German stock and bond futures markets
Huang, He - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003942888