A survey of electricity spot and futures price models for risk management applications
Thomas Deschatre, Olivier Féron, Pierre Gruet
| Year of publication: |
2021
|
|---|---|
| Authors: | Deschatre, Thomas ; Féron, Olivier ; Gruet, Pierre |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 102.2021, p. 1-23
|
| Subject: | Electricity markets | Electricity price modeling | Risk management | Strompreis | Electricity price | Risikomanagement | Elektrizitätswirtschaft | Electric power industry | Spotmarkt | Spot market | Elektrizität | Electricity | Derivat | Derivative | Energiemarkt | Energy market | Rohstoffderivat | Commodity derivative | Theorie | Theory | Energiehandel | Energy trade |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105504 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013162211