Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives

Takuji Matsumoto, Yuji Yamada

Year of publication:	2021
Authors:	Matsumoto, Takuji ; Yamada, Yuji
Published in:	Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 95.2021, p. 1-16
Subject:	Cross hedge \| Electricity markets \| Energy risk \| Minimum variance hedge \| Non-parametric regression \| Weather derivatives \| Hedging \| Derivat \| Derivative \| Wetter \| Weather \| Risikomanagement \| Risk management \| Theorie \| Theory \| Energiemarkt \| Energy market \| Elektrizitätswirtschaft \| Electric power industry \| Strompreis \| Electricity price \| Elektrizität \| Electricity

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