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Managing energy price risk using futures contracts : a comparative analysis
Hanly, Jim - In: The energy journal 38 (2017) 3, pp. 93-112
Persistent link: https://www.econbiz.de/10011661816
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Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad; Abakah, Emmanuel Joel Aikins; … - In: Energy economics 127 (2023) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
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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
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Mitigating hydrological risk with energy derivatives
Fernandes, Gláucia; Gomes, Leonardo Lima; Brandão, … - In: Energy economics 81 (2019), pp. 528-535
Persistent link: https://www.econbiz.de/10012172789
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Derivatives and default risk
Scholz, Sebastian - 2010
Upstream producers that possess market power, sell forwards with a lengthy duration to regional electricity companies … (REC). As part of the liberalization of the electricity market, RECs have been privatized and exposed to a possible …
Persistent link: https://www.econbiz.de/10003951795
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Three essays in dynamic economic analysis
Scholz, Sebastian - 2010
Persistent link: https://www.econbiz.de/10003986027
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Uncertain energy model for electricity and gas futures with application in spark-spread option price
Mehrdoust, Farshid; Noorani, Idin; Xu, Wei - In: Fuzzy optimization and decision making : a journal of … 22 (2023) 1, pp. 123-148
Persistent link: https://www.econbiz.de/10014227971
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Flexibility and risk transfer in electricity markets
Crampes, Claude; Renault, Jérôme - 2021
Persistent link: https://www.econbiz.de/10013330962
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Optimal sales-mix and generation plan in a two-stage electricity market
Falbo, Paolo; Ruiz, Carlos - In: Energy economics 78 (2019), pp. 598-614
Persistent link: https://www.econbiz.de/10012160042
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Joint optimization of sales-mix and generation plan for a large electricity producer
Falbo, Paolo; Ruiz, Carlos - In: Energy economics 120 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014283077