Hedging with futures contracts in a deregulated electricity industry

IEEE Transactions on Power Systems

Volumn 17, Issue 3, 2002, Pages 577-582

  Tanlapco, Eva ^b   Lawarrée, Jacques ^b   Liu, Chen Ching ^a,c  

^a IEEE   (United States)

^b UNIVERSITY OF WASHINGTON   (United States)

^c University of Washington   (United States)

Author keywords

Electricity deregulation; Risk management

Indexed keywords

ELECTRICITY DEREGULATION; ELECTRICITY MARKET; HEDGING;

CONTRACTS; DEREGULATION; ELECTRIC LOAD MANAGEMENT; ELECTRIC POWER UTILIZATION; ELECTRIC RATES; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; RISK MANAGEMENT; STATISTICAL METHODS;

ELECTRIC INDUSTRY;

EID: 0036698934     PISSN: 08858950     EISSN: None     Source Type: Journal    
DOI: 10.1109/TPWRS.2002.800897     Document Type: Article

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