Risk-minimisation in electricity markets:  Fixed price, unknown consumption

Martin Tegner; Rune Ramsdal Ernstsen; Anders Skajaa; Rolf Poulsen

doi:10.1016/j.eneco.2017.10.014

Risk-minimisation in electricity markets: Fixed price, unknown consumption

Martin Tegner, Rune Ramsdal Ernstsen, Anders Skajaa, Rolf Poulsen

Institut for Matematiske Fag

3 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Energy Economics
Vol/bind	68
Sider (fra-til)	423-439
ISSN	0140-9883
DOI	https://doi.org/10.1016/j.eneco.2017.10.014
Status	Udgivet - okt. 2017

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10.1016/j.eneco.2017.10.014

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@article{86c8e554eeaf4cc7a41ac8b4bba2cc35,

title = "Risk-minimisation in electricity markets: Fixed price, unknown consumption",

keywords = "Quantity risk, Electricity markets, Hedging, Fixed price contracts",

author = "Martin Tegner and Ernstsen, {Rune Ramsdal} and Anders Skajaa and Rolf Poulsen",

year = "2017",

month = oct,

doi = "10.1016/j.eneco.2017.10.014",

language = "English",

volume = "68",

pages = "423--439",

journal = "Energy Economics",

issn = "0140-9883",

publisher = "Elsevier",

}

TY - JOUR

T1 - Risk-minimisation in electricity markets

T2 - Fixed price, unknown consumption

AU - Tegner, Martin

AU - Ernstsen, Rune Ramsdal

AU - Skajaa, Anders

AU - Poulsen, Rolf

PY - 2017/10

Y1 - 2017/10

KW - Quantity risk

KW - Electricity markets

KW - Hedging

KW - Fixed price contracts

U2 - 10.1016/j.eneco.2017.10.014

DO - 10.1016/j.eneco.2017.10.014

M3 - Journal article

SN - 0140-9883

VL - 68

SP - 423

EP - 439

JO - Energy Economics

JF - Energy Economics

ER -

Risk-minimisation in electricity markets: Fixed price, unknown consumption

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