The hedging performance of electricity futures on the Nordic power exchange-Reference-Cited by-同舟云学术

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The hedging performance of electricity futures on the Nordic power exchange

Published:2003-01 Issue:1 Volume:35 Page:1-11
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

BystrÖm H.N.E.

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

http://www.tandfonline.com/doi/pdf/10.1080/00036840210138365

Reference13 articles.

1. Bivariate garch estimation of the optimal commodity futures Hedge

2. OFOR Paper No. 97-06;Bera A. K.,1997

3. Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model

4. Working Paper No. 2000:14;Bystörm H.,1999

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