The impacts of joint energy and output prices uncertainties in a mean-variance framework
Year of publication: |
August 2017
|
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Authors: | Alghalith, Moawia ; Niu, Cuizhen ; Wong, Wing Keung |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 7.2017, 5, p. 1108-1120
|
Subject: | Price Uncertainty | Mean-Variance | Energy Price | Risk | Preis | Price | Risiko | Theorie | Theory | Portfolio-Management | Portfolio selection |
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