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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
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Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market
Matsumoto, Takuji; Yamada, Yuji - In: Asia-Pacific financial markets 26 (2019) 2, pp. 211-227
Persistent link: https://www.econbiz.de/10012308054
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Optimal Hedging of Prediction Errors Using Prediction Errors
Yamada, Yuji - In: Asia-Pacific Financial Markets 15 (2008) 1, pp. 67-95
Persistent link: https://www.econbiz.de/10005547720