The hedging performance of electricity futures on the Nordic power exchange

Applied Economics

Volumn 35, Issue 1, 2003, Pages 1-11

  Bystrom H N E ^a  

^a LUND UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

ELECTRICITY INDUSTRY; INVESTMENT; MARKET CONDITIONS; PRICE DYNAMICS;

SCANDINAVIA;

EID: 0037428277     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/00036840210138365     Document Type: Article

References (14)

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12. Park, T. H. and Switzer, L. N. (1995) Time-varying distributions and the optimal hedge ratios for stock index futures, Applied Financial Economics, 5, 131-7.
13. Sephton, P. S. (1993) Optimal hedge ratios at the Winnipeg commodity exchange, Canadian Journal of Economics, 26, No. 1, 175-93.
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