A new approach to evaluating the cost-efficiency of complex hedging strategies : an application to electricity price-volume quanto contracts
Sang Baum Kang, Michael Ong and Jialin Zhao
| Year of publication: |
2019
|
|---|---|
| Authors: | Kang, Sang Baum ; Ong, Michael K. ; Zhao, Jialin |
| Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 12.2019, 3, p. 1-27
|
| Subject: | electricity market | hedging evaluation | quanto contracts | financial risk management | cost-efficiency | Hedging | Elektrizitätswirtschaft | Electric power industry | Risikomanagement | Risk management | Derivat | Derivative | Strompreis | Electricity price | Optionspreistheorie | Option pricing theory | Vertrag | Contract |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JEM.2018.187 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012140191