SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives
8 references·1 citing·43 second hop
Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives (2021)Simultaneous hedging strategy for price a…Risk Management and Firm Value: Evidence from Weather Derivatives (2013)Risk Management and Firm Valu…Optimal Static Hedging of Volumetric Risk in a Competitive Wholesale Electricity Market (2010)Optimal Static Hedging of Vol…Market integration among electricity markets and their major fuel source markets (2009)Market integration among elec…The UK Market for Natural Gas, Oil and Electricity: Are the Prices Decoupled? (2006)The UK Market for Natural Gas…Energy and power risk management : new developments in modeling, pricing and hedging (2003)Energy and power risk managem…Pricing weather derivatives by marginal value (2001)Pricing weather derivatives b…Optimal positioning in derivative securities (2001)Optimal positioning in deriva…The message in North American energy prices (1999)The message in North American…Wind Put Barrier Options Pricing Based on the Nordix Index (2021)Wind Put Barrier Options Pric…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Have oil and gas prices got separated? (2012)The switching relationship between natural gas and crude oil prices (2014)Alternative Explanations of the Money-Income Correlation (1986)DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND (1992)Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (1997)Dynamic clustering of energy markets: An extended hidden Markov approach (2014)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Oil and gas markets in the UK: Evidence from a cointegrating approach (2006)The Relationship of Natural Gas to Oil Prices (2008)Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas (2022)Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the Small and in the Large (1990)Standard Risk Aversion (1991)Joint price and volumetric risk in wind power trading: A copula approach (2016)Managing volumetric risk of long-term power purchase agreements (2019)Risk management of renewable power producers from co-dependencies in cash flows (2019)Optimum consumption and portfolio rules in a continuous-time model (1971)The Valuation of Uncertain Income Streams and the Pricing of Options (1976)Prices of State-Contingent Claims Implicit in Option Prices (1978)A Theory of Volatility Spreads (2006)Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives (2011)Crash-neutral currency carry trades (2014)Asset Prices in an Exchange Economy (1978)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Weather Derivatives (2004)Stochastic Modelling of Temperature Variations with a View Towards Weather Derivatives (2005)The volatility of temperature and pricing of weather derivatives (2007)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Corporate social responsibility and CEO confidence (2016)Research in finance: A review of influential publications and a research agenda (2017)Carbon Emissions and the Bank-Lending Channel (2026)Fractional Differencing (1981)Long memory processes and fractional integration in econometrics (1996)The Institution-Based View as a Third Leg for a Strategy Tripod. (2009)Pricing and Hedging Spread Options (2003)Using extreme value theory to measure value-at-risk for daily electricity spot prices (2006)Valuation of energy storage: an optimal switching approach (2009)
this work references cited by second hop

References

  • 2001Optimal positioning in derivative securities382 cited
  • 2003Energy and power risk management : new developments in modeling, pricing and hedging347 cited
  • 2013Risk Management and Firm Value: Evidence from Weather Derivatives315 cited
  • 2006The UK Market for Natural Gas, Oil and Electricity: Are the Prices Decoupled?222 cited
  • 2001Pricing weather derivatives by marginal value214 cited
  • 1999The message in North American energy prices148 cited
  • 2009Market integration among electricity markets and their major fuel source markets140 cited
  • 2010Optimal Static Hedging of Volumetric Risk in a Competitive Wholesale Electricity Market63 cited

Cited by

  • 2021Wind Put Barrier Options Pricing Based on the Nordix Index26 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work