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Liquidity and dirty hedging in the Nordic electricity market

Hintermann, Beat - In: Energy economics 34 (2012) 5, pp. 1341-1355

Persistent link: https://www.econbiz.de/10009688091

Hedging strategies in energy markets : the case of electricity retailers

Boroumand, Raphaël Homayoun; Goutte, Stéphane; … - In: Energy economics 51 (2015), pp. 503-509

Persistent link: https://www.econbiz.de/10011564922

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

Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes

Souhir, Ben Amor; Heni, Boubaker; Lotfi, Belkacem - In: Energy economics 80 (2019), pp. 635-655

Persistent link: https://www.econbiz.de/10012173700

Pricing options on forwards in energy markets : the role of mean reversion's speed

Schmeck, Maren Diane - In: International journal of theoretical and applied finance 19 (2016) 8, pp. 1-26

Persistent link: https://www.econbiz.de/10011686772

Estimating the value of flexibility from real options : on the accuracy of hybrid electricity price models

Pape, Christian; Woll, Oliver; Weber, Christoph - 2018

, notably the limited storability of electricity and the incompleteness of the derivative markets, make this problem also … realized values. This approach is chosen since no derivative markets exist where the (extrinsic) values for the real options …

Persistent link: https://www.econbiz.de/10011944105

Risk-minimisation in electricity markets : fixed price, unknown consumption

Tegnér, Martin; Ernstsen, Rune Ramsdal; Skajaa, Anders; … - In: Energy economics 68 (2017), pp. 423-439

Persistent link: https://www.econbiz.de/10011905998

Hedging local volume risk using forward markets : Nordic case

Ernstsen, Rune Ramsdal; Boomsma, Trine Krogh; Tegnér, … - In: Energy economics 68 (2017), pp. 490-514

Persistent link: https://www.econbiz.de/10011906005

Cross hedging and forward-contract pricing of electricity

Woo, Chi-keung; Horowitz, Ira; Hoang, Khoa - In: Energy economics 23 (2001) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10001552553

Design of power purchase under transmission congestion

Gurgur, Cigdem Z.; Newes, Emily K. - In: International journal of energy sector management : IJESM 6 (2012) 1, pp. 50-64

Persistent link: https://www.econbiz.de/10009550204

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