A mixed C-vine copula model for hedging price and volumetric risk in wind power trading (Q4555165)
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scientific article; zbMATH DE number 6981276
Language | Label | Description | Also known as |
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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 |
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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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