Pages that link to "Item:Q3423292"
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The following pages link to Hedging quantity risks with standard power options in a competitive wholesale electricity market (Q3423292):
Displaying 12 items.
- Joint optimal ordering and weather hedging decisions: mean-CVaR model (Q539482) (← links)
- Risk-averse order policies with random prices in complete market and retailers' private information (Q1027547) (← links)
- Risk management in power markets: the hedging value of production flexibility (Q1042265) (← links)
- Static hedging of weather and price risks in electricity markets (Q2069163) (← links)
- Heterogeneous risk preferences in community-based electricity markets (Q2189914) (← links)
- Risk management of renewable power producers from co-dependencies in cash flows (Q2294648) (← links)
- Hedging and vertical integration in electricity markets (Q2870452) (← links)
- Stochastic programming models for replication of electricity forward contracts for industry (Q3423294) (← links)
- Valuation of energy storage: an optimal switching approach (Q3564806) (← links)
- A mixed C-vine copula model for hedging price and volumetric risk in wind power trading (Q4555165) (← links)
- NUMERICAL HEDGING OF ELECTRICITY CONTRACTS USING DIMENSION REDUCTION (Q4649505) (← links)
- Futures hedging in electricity retailing (Q6148817) (← links)