Hedging size risk : theory and application to the US gas market
Year of publication: |
May 2017
|
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Authors: | Roncoroni, Andrea ; Brik, Rachid Id |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 64.2017, p. 415-437
|
Subject: | Corporate risk management | Commodity risk | Contract design | Risikomanagement | Risk management | Hedging | Erdgasmarkt | Natural gas market | Risiko | Risk | Derivat | Derivative | Theorie | Theory |
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