The price of power: The valuation of power and weather derivatives

By Craig Pirrong, Martin Jermakyan. 2008

128 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/cb3b80f1848d86199b78b20efd14a2b237c16810

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. Shmuel S. Oren
2. Shijie Deng
3. Nina Lange
4. D. Finon
5. Virginie Pignon

In Finance

1. Shmuel S. Oren
2. Shijie Deng
3. Nina Lange
4. Virginie Pignon
5. D. Finon

In Safety, Risk, Reliability and Quality

1. Shmuel S. Oren
2. Shijie Deng
3. Nina Lange

Citations in the corpus

• Electricity derivatives and risk management (2006, background): “Although perfect hedging may not be possible, weather derivatives [19,20] that exploit the correlation between load and temperature can be used.”
• Spot Price Modeling and the Valuation of Electricity Forward Contracts: The Role of Demand and Capacity (2007, unknown): “In line with the literature on commodities, we incorporate the price of risk for the different sources of uncertainty in the same way as in, for example, Schwartz (1997) and Cartea and Figueroa (2005).”