Hedging quantity risks with standard power options in a competitive wholesale electricity market

By Y. Oum, Shmuel S. Oren, Shijie Deng. 2006

117 citations recorded by the source corpus.

Subfields: Electrical and Electronic Engineering, Finance, Safety, Risk, Reliability and Quality

View Paper: https://www.semanticscholar.org/paper/c0299a4f5063a13a714c61bd8d7180b127ea088b

How researchers see this paper

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

In Electrical and Electronic Engineering

1. Nina Lange

In Finance

1. Nina Lange

In Safety, Risk, Reliability and Quality

1. Nina Lange

Citations in the corpus

• Correlation in Energy Markets (2017, methodology): “For the meanvariance approach, the hedge from Oum and Oren (2006) hedge is later presented as Strategy II.3.”
• Valuation of energy storage: an optimal switching approach (2010, unknown): “See see Deng et al. (2005) for further details.”