Risk Analysis Against Electricity Market Index and Portfolio Optimisation
There has been a lack of a transparent index to compare electricity portfolios against for many years. Most industrial firms hedge the risks for their electricity needs by buying forward contracts which guarantee the price of a certain amount of power for a year or part of a year. The problem is to...
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2014
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146657 |