VaR constrained hedging of fixed price load-following obligations in competitive electricity markets
Yumi Oum and Shmuel Oren
| Year of publication: |
2009
|
|---|---|
| Authors: | Oum, Yumi ; Oren, Shmuel S. |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 1.2009, 1, p. 43-56
|
| Subject: | Energiehandel | Energy trade | Energiepreis | Energy price | Energiemarkt | Energy market | Hedging | Risikomaß | Risk measure | Risikomanagement | Risk management | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003935637