Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming (Q4613819)

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scientific article; zbMATH DE number 7006807
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Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming
scientific article; zbMATH DE number 7006807

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    Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming (English)
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    25 January 2019
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    regime switching model
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    hydro plants
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    electricity forward contracts
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    stochastic programming
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