Optimal hedging of prediction errors using prediction errors
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Publication:945039
DOI10.1007/s10690-008-9069-xzbMath1151.91582MaRDI QIDQ945039
Publication date: 10 September 2008
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://tsukuba.repo.nii.ac.jp/record/41141/files/APFM_15-1.pdf
Non-parametric regression; Minimum variance hedge; Prediction errors; Weather derivatives; Wind power energy
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