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Financial Risk Management in a Competitive Electricity Market

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  • Roger Bjorgan
  • Chen-Ching Liu
  • Jacques Lawarree

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  • Roger Bjorgan & Chen-Ching Liu & Jacques Lawarree, 1998. "Financial Risk Management in a Competitive Electricity Market," Discussion Papers in Economics at the University of Washington 0054, Department of Economics at the University of Washington.
    • Handle: RePEc:fth:washer:0054
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    File URL: http://www.econ.washington.edu/user/lawarree/9-29-risk.PDF
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    1. R. T. Rockafellar & Roger J.-B. Wets, 1991. "Scenarios and Policy Aggregation in Optimization Under Uncertainty," Mathematics of Operations Research, INFORMS, vol. 16(1), pages 119-147, February.
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