Narrow search
Showing 1 - 3 of 3
Cover Image
An equilibrium pricing model for weather derivatives in a multi-commodity setting
Lee, Yongheon; Oren, Shmuel S. - In: Energy economics 31 (2009) 5, pp. 702-712
Persistent link: https://www.econbiz.de/10003880188
Cover Image
VaR constrained hedging of fixed price load-following obligations in competitive electricity markets
Oum, Yumi; Oren, Shmuel S. - In: Risk and decision analysis 1 (2009) 1, pp. 43-56
Persistent link: https://www.econbiz.de/10003935637
Cover Image
Optimal static hedging of volumetric risk in a comparative wholesale electricity market
Oum, Yumi; Oren, Shmuel S. - In: Decision analysis : a journal of the Institute for … 7 (2010) 1, pp. 107-122
Persistent link: https://www.econbiz.de/10003951930