Multivariate continuous-time modeling of wind indexes and hedging of wind risk (Q5014183)
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scientific article; zbMATH DE number 7436782
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate continuous-time modeling of wind indexes and hedging of wind risk |
scientific article; zbMATH DE number 7436782 |
Statements
Multivariate continuous-time modeling of wind indexes and hedging of wind risk (English)
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1 December 2021
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multivariate Ornstein-Uhlenbeck process
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wind power futures
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hedging
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risk premium
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0.794795572757721
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0.7590054273605347
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0.7523069381713867
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0.7144120931625366
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0.7091267108917236
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