Optimal hedging of prediction errors using prediction errors (Q945039)
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scientific article; zbMATH DE number 5324384
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal hedging of prediction errors using prediction errors |
scientific article; zbMATH DE number 5324384 |
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Optimal hedging of prediction errors using prediction errors (English)
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10 September 2008
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Wind power energy
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Prediction errors
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Weather derivatives
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Minimum variance hedge
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Non-parametric regression
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0.7941012382507324
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0.7009279131889343
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0.6852854490280151
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0.6801298260688782
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0.679314374923706
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