Hedging with Futures Contracts in a Deregulated Electricity Industry

By E. Tanlapco, Jacques Lawarree, C. C. Liu. IEEE Power Engineering Review, 2002

132 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Electrical and Electronic Engineering, Safety, Risk, Reliability and Quality

View Paper: https://www.semanticscholar.org/paper/3faa62105a077fcf93c92a804657e71ab51ced68

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Miguel Carrión
2. R. Dahlgren
3. Chen-Ching Liu
4. Antonio J. Conejo
5. Jacques Lawarree
6. Luis Baringo

In Electrical and Electronic Engineering

1. Antonio J. Conejo
2. Miguel Carrión
3. Raquel García-Bertrand
4. Jacques Lawarree
5. Chen-Ching Liu
6. R. Dahlgren
7. Ángel Caballero
8. Antonio de Andrés

In Safety, Risk, Reliability and Quality

1. Antonio J. Conejo
2. Chen-Ching Liu
3. R. Dahlgren
4. Raquel García-Bertrand
5. Felix F. Wu
6. Miguel Carrión
7. Jacques Lawarree
8. François Bouffard

Citations in the corpus

• Optimal Involvement in Futures Markets of a Power Producer (2008, background): “Forward contracts have been considered, described and analyzed in [4]–[7].”
• Portfolio optimization in electricity markets (2007, background): “The usefulness of the application of futures ontracts in an electricity market is demonstrated in [5–8].”
• Risk assessment in energy trading (2003, methodology): “In [ 16 ], the details of different methods of hedging from the perspective of a generator are explained.”