Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives

Author:

Matsumoto Takuji,Yamada Yuji

Funder

Japan Society for the Promotion of Science

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Cited by 25 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Electricity Price Forecasting with Principal Component-Guided Sparse Regression;2024 20th International Conference on the European Energy Market (EEM);2024-06-10

2. Risk management and private debt contracts: The role of weather derivatives;Journal of Business Finance & Accounting;2024-04-02

3. Strategy for Contract Signing in Coal-fired Power Enterprises based on Multi-time Period Stochastic Planning;2024 International Conference on Power Electronics and Artificial Intelligence;2024-01-19

4. Efficient Risk Management for Distributed Clean Energy: Principal Component based Weather Derivatives;E3S Web of Conferences;2024

5. Pricing and hedging wind power prediction risk with binary option contracts;Energy Economics;2023-10

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