Hedging electricity price volatility applying seasonal and trend decomposition
Alfredo Ramírez-García, Eduardo Saucedo
| Alternative title: | Cobertura de volatilidad del precio de la electricidad aplicando la descomposición estacional y de tendencia |
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| Year of publication: |
2022
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| Authors: | Ramírez-García, Alfredo ; Saucedo, Eduardo |
| Published in: |
Análisis económico. - México, DF : [Verlag nicht ermittelbar], ISSN 2448-6655, ZDB-ID 2218011-4. - Vol. 37.2022, 94, p. 143-166
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| Subject: | Seasonal and Trend decomposition using Loess (STL) | Normal InverseGaussian Distribution (NIG) | Electricity Price Forecasting (EPF) | WholesaleElectricity Market (MEM) | Electricity Hedging Valuation | Strompreis | Electricity price | Hedging | Saisonale Schwankungen | Seasonal variations | Volatilität | Volatility | Elektrizitätswirtschaft | Electric power industry | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Elektrizität | Electricity | Dekompositionsverfahren | Decomposition method | Derivat | Derivative | Theorie | Theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.24275/uam/azc/dcsh/ae/2022v37n94/ramirez [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013257186