Optimizing Hedging Strategies for Hydropower Producers Using Forwards : Investigating the Effects of Seasonality in the Price-Load Relationship for the Norwegian Electricity Market

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...

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Bibliographic Details
Main Authors:	Ek, Karen Marie Nebb, Thorbjørnsen, Ingrid S
Format:	Others
Language:	English
Published:	Norges teknisk-naturvitenskapelige universitet, Institutt for industriell økonomi og teknologiledelse 2014
Online Access:	http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-25577

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