Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Elektrizitätswirtschaft"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimal hedging of prediction...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Elektrizitätswirtschaft
Hedging
9
Option pricing theory
7
Optionspreistheorie
7
Derivat
6
Derivative
6
Portfolio selection
4
Portfolio-Management
4
Theorie
4
Theory
4
Forecasting model
3
Japan
3
Minimum variance hedge
3
Non-parametric regression
3
Prognoseverfahren
3
Weather
3
Weather derivatives
3
Wetter
3
Additive models
2
Barrier options
2
Cross hedge
2
Electric power industry
2
Homotopy analysis method
2
Incomplete market
2
Lévy processes
2
Prediction errors
2
Smooth functions
2
Transaction costs
2
Transaktionskosten
2
Unvollkommener Markt
2
Variance gamma model
2
volatility smile
2
2013-2016
1
Anlageverhalten
1
Applied mathematical finance
1
Arbitrage pricing
1
Asset pricing
1
Basket barrier options
1
Basket options
1
Behavioural finance
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Matsumoto, Takuji
2
Yamada, Yuji
2
Bunn, Derek W.
1
Published in...
All
Energy economics
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives
Matsumoto, Takuji
;
Yamada, Yuji
- In:
Energy economics
95
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816562
Saved in:
2
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
