Evaluation of static hedging strategies for hydropower producers in the Nordic market
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References listed on IDEAS
- Petter Bjerksund & Gunnar Stensland & Frank Vagstad, 2011.
"Gas Storage Valuation: Price Modelling v. Optimization Methods,"
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- Hendrik Bessembinder & Michael L. Lemmon, 2002. "Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets," Journal of Finance, American Finance Association, vol. 57(3), pages 1347-1382, June.
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- Sanda, Gaute Egeland & Olsen, Eirik Tandberg & Fleten, Stein-Erik, 2013.
"Selective hedging in hydro-based electricity companies,"
Elsevier, vol. 40(C), pages 326-338.
- Olsen, Eirik Tandberg & Sanda, Gaute Egeland & Fleten, Stein-Erik, 2010. "Selective Hedging in Hydro-Based Electricity Companies," MPRA Paper 47820, University Library of Munich, Germany, revised 25 Jun 2013.
- Kern, Jordan D. & Characklis, Gregory W., 2017. "Low natural gas prices and the financial cost of ramp rate restrictions at hydroelectric dams," Energy Economics, Elsevier, vol. 61(C), pages 340-350.
- 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).
More about this item
KeywordsRisk management; Static hedging; Hydropower producers; Nordic electricity market; Risk premium;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-12-18 (All new papers)
- NEP-ENE-2010-12-18 (Energy Economics)
- NEP-RMG-2010-12-18 (Risk Management)
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