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Managing energy price risk using futures contracts : a comparative analysis

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Energy Trading and Risk Management : Commentary on Arbitrage, Risk Measurement, and Hedging Strategy

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Introduction -- Arbitrage Trading in Energy Market and Risk Measurement -- Fuel Markets Connectedness and Fuel Portfolio Risk -- Hedging Strategy with Futures Contracts -- Investing in a portfolio consisting of energies and related commodities.

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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

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Modeling spot price dependence in Australian electricity markets with applications to risk management

Ignatieva, Ekaterina; Trück, Stefan - In: Computers & operations research : and their … 66 (2016), pp. 415-433

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Risk management in the energy markets and Value-at-Risk modelling : a hybrid approach

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Energy risk management through self-exciting marked point process

Herrera, Rodrigo - In: Energy economics 38 (2013), pp. 64-76

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Hedging strategies in energy markets : the case of electricity retailers

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Energy price transmissions during extreme movements

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Energy market risk management under uncertainty : a VaR based on wavelet approach

Alqaralleh, Huthaifa; Al-Saraireh, Ahmad; Canepa, Alessandra - 2021

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Energy market risk management under uncertainty: a VAR based on wavelet approach

Alqaralleh, Huthaifa; Al-Saraireh, Ahmad; Canepa, Alessandra - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 5, pp. 130-137

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