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
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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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0.7523069381713867
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0.7020769119262695
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0.698000431060791
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0.6861690878868103
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