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Energy price risk management - MaRDI portal

Energy price risk management (Q1577084)

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scientific article
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English
Energy price risk management
scientific article

    Statements

    title
    Energy price risk management (English)
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    published in
    Physica A
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    publication date
    29 August 2000
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    zbMATH Keywords
    electricity price
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    market volatility
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    extreme price movements
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    electricity markets
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    standard financial tools
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    electricity derivatives pricing
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    electricity derivatives hedging
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    econophysics
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    autocorrelations
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    author
    Rafał Weron
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    Identifiers

    zbMATH DE Number
    1498085
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    arXiv ID
    cond-mat/0103273
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    OpenAlex ID
    W2169964232
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