A mixed C-vine copula model for hedging price and volumetric risk in wind power trading (Q4555165)
From MaRDI portal
scientific article; zbMATH DE number 6981276
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mixed C-vine copula model for hedging price and volumetric risk in wind power trading |
scientific article; zbMATH DE number 6981276 |
Statements
A mixed C-vine copula model for hedging price and volumetric risk in wind power trading (English)
0 references
19 November 2018
0 references
spot electricity prices
0 references
wind power production
0 references
mathematical finance
0 references
copula vines
0 references
energy derivatives
0 references
hedging
0 references
0 references
0 references
