Electricity markets volatility: estimates, regularities and risk management applications

Energy Policy

Volumn 34, Issue 14, 2006, Pages 1736-1749

  Nakamura, Masao ^a   Nakashima, Tomoaki ^b   Niimura, Takahide ^c  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b Powerex Corporation   (Canada)

^c TNC Systems Technologies   (Canada)

Author keywords

Electricity markets; Risk management; Volatility

Indexed keywords

CONTRACTS; DECISION MAKING; ELECTRIC GENERATORS; ELECTRICITY; FINANCE; MARKETING; RISK MANAGEMENT;

ELECTRIC POWER VOLATILITY; ELECTRICITY MARKETS; ELECTRICITY PRICE; MARKETS VOLATILITY; RISK PROPERTIES;

ELECTRIC POWER SYSTEMS;

DEREGULATION; ELECTRICITY INDUSTRY; ELECTRICITY SUPPLY; RISK ASSESSMENT;

EID: 33646471244     PISSN: 03014215     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enpol.2004.12.019     Document Type: Article

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