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Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen; Christensen, Troels Sønderby; … - In: Quantitative finance 21 (2021) 1, pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
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Integrated foreign exchange risk management : the role of import in medium-sized manufacturing firms
Aabo, Tom; Høg, Esben P.; Kuhn, Jochen - In: Journal of multinational financial management 20 (2010) 4/5, pp. 235-250
Persistent link: https://www.econbiz.de/10009262115
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Multivariate Continuous-Time Modeling of Wind Indexes and Hedging of Wind Risk
Benth, Fred Espen - 2019
With the introduction of the exchange-traded German wind power futures, opportunities for German wind power producers to hedge their volumetric risk are present. We propose two continuous-time multivariate models for the wind power utilization at different wind sites, and discuss the properties...
Persistent link: https://www.econbiz.de/10012858036
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Joint price and volumetric risk in wind power trading : a copula approach
Pircalabu, A.; Hvolby, T.; Jung, J.; Høg, E. - In: Energy economics 62 (2017), pp. 139-154
Persistent link: https://www.econbiz.de/10011748068