Optimizing Hedging Strategies for Hydropower Producers Using Forwards : Investigating the Effects of Seasonality in the Price-Load Relationship for the Norwegian Electricity Market
When there is seasonality in the price or volume of a commodity, risk management strategies ought to be adjusted accordingly. Using the Norwegian electricity market as a case, this thesis examines the gains from implementing seasonal varying hedge ratios. To complement the analysis, relevant risk me...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
Norges teknisk-naturvitenskapelige universitet, Institutt for industriell økonomi og teknologiledelse
2014
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-25577 |