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~subject:"Hedging"
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Oren, Shmuel S.
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Oum, Yumi
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Lee, Yongheon
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
1
Energy economics
1
Risk and decision analysis
1
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ECONIS (ZBW)
3
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1
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
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2
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
Saved in:
3
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
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