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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
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2
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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