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61
Stochastic method of dynamic
hedging
applied to the high liquid asset markets
Romanov, Maksim Y.
;
Vavilov, Sergey A.
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014444714
Saved in:
62
The natural hedge of a gas-fired power plant
Guo, Xiaojia
;
Beskos, Alexandros
;
Siddiqui, Afzal S.
- In:
Computational Management Science : CMS
13
(
2016
)
1
,
pp. 63-86
Persistent link: https://www.econbiz.de/10011669234
Saved in:
63
Price risk and
hedging
strategies in Nord Pool
electricity
market evidence with sector indexes
Souhir, Ben Amor
;
Heni, Boubaker
;
Lotfi, Belkacem
- In:
Energy economics
80
(
2019
),
pp. 635-655
Persistent link: https://www.econbiz.de/10012173700
Saved in:
64
A new approach to evaluating the cost-efficiency of complex
hedging
strategies : an application to
electricity
price-volume quanto contracts
Kang, Sang Baum
;
Ong, Michael K.
;
Zhao, Jialin
- In:
The journal of energy markets
12
(
2019
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012140191
Saved in:
65
Mitigating market risk for wind power providers via financial risk exchange
Shin, Hunyoung
;
Baldick, Ross
- In:
Energy economics
71
(
2018
),
pp. 344-358
Persistent link: https://www.econbiz.de/10011943056
Saved in:
66
Hedging
local volume risk using forward markets : Nordic case
Ernstsen, Rune Ramsdal
;
Boomsma, Trine Krogh
;
Tegnér, …
- In:
Energy economics
68
(
2017
),
pp. 490-514
Persistent link: https://www.econbiz.de/10011906005
Saved in:
67
The
hedging
effectiveness of
electricity
futures in the Spanish market
Peña Sánchez de Rivera, Juan Ignacio
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472285
Saved in:
68
Hedging
and non-
hedging
trading strategies on commodities using the d-Backtest PS method : optimized trading system
hedging
Vezeris, Dimitrios Th.
;
Kyrgos, Themistoklis S.
; …
- In:
Investment management and financial innovations
15
(
2018
)
3
,
pp. 351-369
Persistent link: https://www.econbiz.de/10012055584
Saved in:
69
Managing renewable
energy
production risk
Hain, Martin
;
Schermeyer, Hans
;
Uhrig-Homburg, Marliese
; …
- In:
Journal of banking & finance
97
(
2018
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011967255
Saved in:
70
Challenges for wholesale
electricity
markets with intermittent renewable generation at scale : the US experience
Joskow, Paul L.
- In:
Oxford review of economic policy
35
(
2019
)
2
,
pp. 291-331
Persistent link: https://www.econbiz.de/10012116581
Saved in:
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