Optimal Hedging and Carryover Storage Value

By A. Draper, Jay R. Lund. 2004

229 citations recorded by the source corpus.

Subfields: Ocean Engineering, Water Science and Technology

View Paper: https://www.semanticscholar.org/paper/c3da4a21df5420f752108cfa04cc70558c710afa

How researchers see this paper

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

In Ocean Engineering

1. J. Shiau
2. Vijay P. Singh
3. Songbai Song
4. M. Janga Reddy
5. Poulomi Ganguli
6. F. Tosunoğlu
7. İ. Can
8. U. F. ABDUL RAUF

In Water Science and Technology

1. J. Shiau
2. Fateh Chebana
3. Taha B. M. J. Ouarda
4. U. F. ABDUL RAUF
5. Panlop Zeephongsekul
6. J. Beersma
7. T. Buishand

Citations in the corpus

• Analytical optimal hedging with explicit incorporation of reservoir release and carryover storage targets (2011, methodology): “derived linear optimal hedging rule with t 1 is thus the same as the two-point hedging, which was defined by Draper and Lund [2004]. The following notation is used in this study to characterize the linear optimal hedging:”