Hedging strategies in commodity markets -- rolling intrinsic and delta hedging for virtual power plants (Q4994682)
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scientific article; zbMATH DE number 7361331
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| English | Hedging strategies in commodity markets -- rolling intrinsic and delta hedging for virtual power plants |
scientific article; zbMATH DE number 7361331 |
Statements
Hedging Strategies in Commodity Markets – Rolling Intrinsic and Delta Hedging for Virtual Power Plants (English)
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21 June 2021
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stochastic modelling of energy markets
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hedging strategies
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virtual power plants
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rolling intrinsic hedging
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delta hedging
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0.7693476676940918
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0.7219613194465637
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0.7120492458343506
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0.7067678570747375
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0.7038131356239319
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