values of the ratios delta, gamma, vega, theta, and rho. These ratios are the risk measures and are very important in risk … management of the option transactions. They determine the influence of changes in the risk factor on the price of the option. The … aim of this study is to present an analysis of the effect of the time to expiration on the value and the risk of the …

In recent years, new methods concerning risk mitigation techniques in energy planning strategies have become popular … associated costs. Therefore, we introduce the concept of Power-at-Risk, following the Value-at-Risk formulation to quantify risks … power available. The results quantify risk diversification in renewable energy technologies and show that the associated …