Hedging with futures: Efficacy of GARCH correlation models to European electricity markets
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- Debbie Dupuis, Geneviève Gauthier, and Fréderic Godin, 2016. "Short-term Hedging for an Electricity Retailer," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
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KeywordsHedge ratios Futures GARCH Correlation Electricity;
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