Pricing and hedging wind power prediction risk with binary option contracts
Jagruti Thakur, Mohammad Reza Hesamzadeh, Paresh Date, Derek Bunn
| Year of publication: |
2023
|
|---|---|
| Authors: | Thakur, Jagruti ; Hesamzadeh, Mohammad Reza ; Date, Paresh ; Bunn, Derek W. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 126.2023, p. 1-11
|
| Subject: | Risk management | Deep learning | Forecasting | Hedging | Multi-class classification | Quanto options | Wind power | Windenergie | Wind energy | Risikomanagement | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Derivat | Derivative | Optionsgeschäft | Option trading | Windenergieanlage | Wind turbine |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106960 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014483492