Futures hedging in electricity retailing

DOI10.1007/s10479-022-04969-wOpenAlexW4296999760MaRDI QIDQ6148817

Burak Büke, Fehmi Tanrisever, Geert Jongen

Publication date: 8 February 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/111535

zbMATH Keywords

risk managementcontractingelectricityfutures markets

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Risk models (general) (91B05)

Cites Work

• Unnamed Item
• Hedging quantity risks with standard power options in a competitive wholesale electricity market
• A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing

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