Pricing wind power futures

With increasing wind power (WP) penetration an extensive amount of volatile and weather dependent energy is fed into the German electricity system. To manage the volume risk of windless days and the transfer of revenue risk from wind turbine owners to investors, WP derivatives were introduced. These...

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Veröffentlicht in:Journal of the Royal Statistical Society Series C: Applied Statistics 2021-08, Vol.70 (4), p.1083-1102
Hauptverfasser: Härdle, Wolfgang Karl, López Cabrera, Brenda, Melzer, Awdesch
Format: Artikel
Sprache:eng
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