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Optimal hedging of prediction errors using prediction errors - MaRDI portal

Optimal hedging of prediction errors using prediction errors (Q945039)

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scientific article; zbMATH DE number 5324384
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Optimal hedging of prediction errors using prediction errors
scientific article; zbMATH DE number 5324384

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    Optimal hedging of prediction errors using prediction errors (English)
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    10 September 2008
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    Wind power energy
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    Prediction errors
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    Weather derivatives
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    Minimum variance hedge
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    Non-parametric regression
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