Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market (Q2419791)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market |
scientific article |
Statements
Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market (English)
0 references
4 June 2019
0 references
cross hedge
0 references
non-parametric regression
0 references
minimum variance hedge
0 references
prediction errors
0 references
solar power energy
0 references
weather derivatives
0 references