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Managing energy price risk
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161
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161
Short-term hedging for an electricity retailer
Dupuis, Debbie J.
;
Gauthier, Geneviève
;
Godin, Frédéric
- In:
The energy journal
37
(
2016
)
2
,
pp. 31-59
Persistent link: https://www.econbiz.de/10011458291
Saved in:
162
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
Saved in:
163
Energy derivatives structures
Leppard, Steve
- In:
The professional risk managers' guide to the energy market
,
(pp. 31-50)
.
2008
Persistent link: https://www.econbiz.de/10003678169
Saved in:
164
Best practices in credit risk management for energy and commodity derivatives
Blanco, Carlos
;
Dowd, Kevin
;
Mark, Robert
;
Murdoch, Warren
- In:
The professional risk managers' guide to the energy market
,
(pp. 81-93)
.
2008
Persistent link: https://www.econbiz.de/10003678220
Saved in:
165
Systemic Risk in Energy
Derivative
Markets : A Graph-
Theory
Analysis
Lautier, Delphine
-
2012
This article uses graph
theory
to provide novel evidence regarding market integration, a favorable condition for … analysis, graph
theory
enables us to understand the dynamic behavior of our price system. We show that energy markets - as a …
Persistent link: https://www.econbiz.de/10013108879
Saved in:
166
Systemic Risk in Energy
Derivative
Markets : A Graph-
Theory
Analysis
Lautier, Delphine
-
2014
This article uses graph
theory
to provide novel evidence regarding market integration, a necessary condition for … analysis, the graph
theory
enables us to understand the dynamic behaviour of our prices system. We show that energy markets …
Persistent link: https://www.econbiz.de/10013070127
Saved in:
167
A survey of electricity spot and futures price models for risk management applications
Deschatre, Thomas
;
Féron, Olivier
;
Gruet, Pierre
- In:
Energy economics
102
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013162211
Saved in:
168
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
Saved in:
169
Parametric model risk and power plant valuation
Bannör, Karl
;
Kiesel, Rüdiger
;
Nazarova, Anna
; …
- In:
Energy economics
59
(
2016
),
pp. 423-434
Persistent link: https://www.econbiz.de/10011699734
Saved in:
170
An analytic hedging model of energy quanto contracts
Kang, Sang Baum
;
Zhao, Jialin
- In:
Theoretical economics letters
7
(
2017
)
4
,
pp. 737-746
Persistent link: https://www.econbiz.de/10011706614
Saved in:
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