A mixed C-vine copula model for hedging price and volumetric risk in wind power trading (Q4555165): Difference between revisions

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Latest revision as of 10:57, 17 July 2024

scientific article; zbMATH DE number 6981276
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English
A mixed C-vine copula model for hedging price and volumetric risk in wind power trading
scientific article; zbMATH DE number 6981276

    Statements

    A mixed C-vine copula model for hedging price and volumetric risk in wind power trading (English)
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    19 November 2018
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    spot electricity prices
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    wind power production
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    mathematical finance
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    copula vines
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    energy derivatives
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    hedging
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