Portfolio Optimization in Electricity Trading with Limited Liquidity
Year of publication: |
2007
|
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Authors: | Weber, Christoph ; Woll, Oliver |
Publisher: |
Essen : University of Duisburg-Essen, Chair for Management Science and Energy Economics |
Subject: | optimization | electricity | liquidity | electricity trading | mean-variance-model |
Series: | EWL Working Paper ; 2 [02/07] |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 800437705 [GVK] hdl:10419/103270 [Handle] RePEc:dui:wpaper:0702 [RePEc] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice ; Q40 - Energy. General |
Source: |
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Portfolio Optimization in Electricity Trading with Limited Liquidity
Weber, Christoph, (2007)
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PORTFOLIO OPTIMIZATION IN ELECTRICITY TRADING WITH LIMITED LIQUIDITY
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Mean-risk hedging strategies in electricity markets with limited liquidity
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MERIT-ORDER-EFFEKTE VON ERNEUERBAREN ENERGIEN - ZU SCHOEN UM WAHR ZU SEIN?
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Gas storage valuation under limited market liquidity: an application in Germany
Felix, Bastian, (2013)
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PORTFOLIO OPTIMIZATION IN ELECTRICITY TRADING WITH LIMITED LIQUIDITY
Weber, Christoph, (2007)
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