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Hedging size risk: Theory and application to the US gas market · Study

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ArticleHedging size risk: Theory and application to the US gas market

Andréa Roncoroni2016

OA

Articlegreen2016

Hedging size risk: Theory and application to the US gas market

Andréa Roncoroni · Rachid Id Brik

14 citations·0/0 files stored·Energy Economics

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Risk Management in Financial Firms Stochastic processes and financial applications Market Dynamics and Volatility

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2016“Options, Futures, and Other Derivatives”2003Options, Futures and Other Derivatives 1993Dynamic Asset Pricing Theory.1981Martingales and stochastic integrals in the theory of continuous trading 1997Processes of normal inverse Gaussian type 1991Mean-Variance Hedging in Continuous Time 2001Managing foreign exchange risk with derivatives 2008STochastic Modeling of Electricity and Related Markets

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Year2016

Typearticle

Published2016-11-05

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations14

Files0 public / 0

ShelfRisk Management in Financial Firms

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doi10.1016/j.eneco.2016.10.020

openalex_workW3122274405

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