Hedging strategies in commodity markets : rolling intrinsic and delta hedging for virtual power plants
Year of publication: |
2020
|
---|---|
Authors: | Biegler-König, Richard |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 27.2020, 6, p. 550-582
|
Subject: | delta hedging | hedging strategies | rolling intrinsic hedging | Stochastic modelling of energy markets | virtual power plants | Hedging | Derivat | Derivative | Theorie | Theory | Elektrizitätswirtschaft | Electric power industry | Rohstoffderivat | Commodity derivative |
-
Bergschneider, Claus, (1999)
-
Bergschneider, Claus, (2001)
-
Electricity trading with derivative instruments : speculation, hedging, or speculative hedging?
Härri, Matthias, (2023)
- More ...
-
An empirical study of the information premium on electricity markets
Benth, Fred Espen, (2013)
-
Biegler-König, Richard, (2013)
-
An empirical study of the information premium on electricity markets
Benth, Fred Espen, (2013)
- More ...