Work

Optimal Static Hedging of Volumetric Risk in a Competitive Wholesale Electricity Market

Year: 2010

Type: article

Source: Decision Analysis

DOI: 10.1287/deca.1090.0167

Authors: Yumi Oum, Shmuel S. Oren

Institutions: PG&E Corporation (United States), University of California, Berkeley

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Affordable and clean energy

Open Access status: closed

OpenAlex ID: W2145284823

FWCI: 3.897

Cites: 34

Cited by: 63

Related to: 10