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...
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| Hlavní autoři: | , , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
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MDPI AG
2021-06-01
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| Edice: | Energies |
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| On-line přístup: | https://www.mdpi.com/1996-1073/14/11/3345 |
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