Hedging local volume risk using forward markets: Nordic case

Rune Ramsdal Ernstsen; Trine Krogh Boomsma; Martin Tegner; Anders Skajaa

doi:10.1016/j.eneco.2017.10.017

Hedging local volume risk using forward markets: Nordic case

Rune Ramsdal Ernstsen, Trine Krogh Boomsma, Martin Tegner, Anders Skajaa

Department of Mathematical Sciences

Original language	English
Journal	Energy Economics
Volume	68
Pages (from-to)	490-514
ISSN	0140-9883
DOIs	https://doi.org/10.1016/j.eneco.2017.10.017
Publication status	Published - Oct 2017

Keywords

Electricity markets
Fixed price contracts
Volume risk
Hedging

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@article{5471854e408540a0a6f98932ef29bffd,

title = "Hedging local volume risk using forward markets: Nordic case",

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

author = "Ernstsen, {Rune Ramsdal} and Boomsma, {Trine Krogh} and Martin Tegner and Anders Skajaa",

year = "2017",

month = oct,

doi = "10.1016/j.eneco.2017.10.017",

language = "English",

volume = "68",

pages = "490--514",

journal = "Energy Economics",

issn = "0140-9883",

publisher = "Elsevier",

}

TY - JOUR

T1 - Hedging local volume risk using forward markets: Nordic case

AU - Ernstsen, Rune Ramsdal

AU - Boomsma, Trine Krogh

AU - Tegner, Martin

AU - Skajaa, Anders

PY - 2017/10

Y1 - 2017/10

KW - Electricity markets

KW - Fixed price contracts

KW - Volume risk

KW - Hedging

U2 - 10.1016/j.eneco.2017.10.017

DO - 10.1016/j.eneco.2017.10.017

M3 - Journal article

SN - 0140-9883

VL - 68

SP - 490

EP - 514

JO - Energy Economics

JF - Energy Economics

ER -

Hedging local volume risk using forward markets: Nordic case

Keywords

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