• Title of article

    An Optimal Geometric Hedging Model in the Power Market Environment

  • Author/Authors

    Wen Yuan Lin، نويسنده , , Carlo Garcia، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    6
  • From page
    19
  • To page
    24
  • Abstract
    In the deregulated electricity market, an optimal geometric model of hedging strategy reduces risk of pricing and volume volatility, stabilizing profitability and improving shareholdersʹ stock performance.
  • Journal title
    The Electricity Journal
  • Serial Year
    2001
  • Journal title
    The Electricity Journal
  • Record number

    432737