Assessing the influence of spot price predictability on electricity futures hedging
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More about this item
Keywordselectricity markets; futures; hedging ratio; electricity price risk;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- L94 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Electric Utilities
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-12-05 (All new papers)
- NEP-ENE-2009-12-05 (Energy Economics)
- NEP-RMG-2009-12-05 (Risk Management)
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