Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts
Energy transactions in liberalized markets are subject to price and quantity uncertainty. This paper considers the spot price and energy generation to follow a bivariate semi-nonparametric distribution defined in terms of the Gram–Charlier expansion. This distribution allows us to jointly model not...
I tiakina i:
| Ngā kaituhi matua: | , , |
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| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
MDPI AG
2021-06-01
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| Rangatū: | Energies |
| Ngā marau: | |
| Urunga tuihono: | https://www.mdpi.com/1996-1073/14/11/3345 |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
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