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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| Autores principales: | , , |
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| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
MDPI AG
2021-06-01
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| Colección: | Energies |
| Materias: | |
| Acceso en línea: | https://www.mdpi.com/1996-1073/14/11/3345 |
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