Evaluation of Different Hedging Strategies for Commodity Price Risks of Industrial Cogeneration Plants
Year of publication: |
2012-03
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Authors: | Madlener, Reinhard ; Palzer, Andreas ; Westner, Günther |
Institutions: | Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center |
Subject: | Commodity price risk | Cogeneration | Hedging | mean-variance portfolio optimization |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series FCN Working Papers Number 2/2012 39 pages |
Classification: | d22 ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; G32 - Financing Policy; Capital and Ownership Structure ; Q48 - Government Policy |
Source: |
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Palzer, Andreas, (2013)
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Cross Hedging Under Multiplicative Basis Risk
Adam-Muller, Axel F. A., (2011)
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Palzer, Andreas, (2013)
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Madlener, Reinhard, (2011)
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Madlener, Reinhard, (2009)
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Madlener, Reinhard, (2009)
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