Optimal Hedging of Prediction Errors Using Prediction Errors
| Year of publication: |
2008
|
|---|---|
| Authors: | Yamada, Yuji |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 15.2008, 1, p. 67-95
|
| Publisher: |
Springer |
| Subject: | Wind power energy | Prediction errors | Weather derivatives | Minimum variance hedge | Non-parametric regression |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005547720