Cross hedging and forward-contract pricing of electricity

We consider the problem of an electric-power marketer offering a fixed-price forward contract to provide electricity that it purchases from a potentially volatile and unpredictable fledgling spot energy market. One option for the risk-averse marketer who wants to hedge against the spot-price volatil...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Energy economics 2001, Vol.23 (1), p.1-15
Hauptverfasser:	Woo, Chi-Keung, Horowitz, Ira, Hoang, Khoa
Format:	Artikel
Sprache:	eng
Schlagworte:	Applied sciences Contracts Cross hedging Economic data Electric energy Electric power Electricity Energy Energy economics Energy market Exact sciences and technology Forward exchange contracts Forward-contract pricing General, economic and professional studies Hedging Methodology. Modelling Pricing Risk premiums Studies
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!