Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market
Takuji Matsumoto, Yuji Yamada
| Year of publication: |
2019
|
|---|---|
| Authors: | Matsumoto, Takuji ; Yamada, Yuji |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 26.2019, 2, p. 211-227
|
| Subject: | Cross hedge | Non-parametric regression | Minimum variance hedge | Prediction errors | Solar power energy | Weather derivatives | Hedging | Derivat | Derivative | Wetter | Weather | Prognoseverfahren | Forecasting model | Sonnenenergie | Solar energy | Theorie | Theory | Regressionsanalyse | Regression analysis | Energiemarkt | Energy market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-018-9264-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012308054