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pro vyhledávání: '"Robayo, Javier Pantoja"'
Autor:
Robayo, Javier Pantoja, Vera, Juan C.
We present the closed-form solution to the problem of hedging price and quantity risks for energy retailers (ER), using financial instruments based on electricity price and weather indexes. Our model considers an ER who is intermediary in a regulated
Externí odkaz:
http://arxiv.org/abs/2011.08620
