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~person:"Ritter, Matthias"
~person:"Yamada, Yuji"
~subject:"Electricity markets"
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Electricity markets
Weather derivatives
9
Esscher transform
4
Wetter
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Derivat
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Derivative
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Hedging
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Minimum variance hedge
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Non-parametric regression
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Weather
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CME
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Cross hedge
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Market price of risk
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Precipitation
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Prognoseverfahren
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energy sector
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market price of risk
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precipitation
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risk premia
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seasonal variation
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temperature
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weather derivatives
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weather forecasts
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Electric power industry
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Elektrizitätswirtschaft
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Energiemarkt
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Ritter, Matthias
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Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and
weather
derivatives
Matsumoto, Takuji
;
Yamada, Yuji
- In:
Energy economics
95
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816562
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