Hedging quantity risks with standard power options in a competitive wholesale electricity market

Naval Research Logistics

Volumn 53, Issue 7, 2006, Pages 697-712

  Oum, Yumi ^a   Oren, Shmuel ^a   Deng, Shijie ^b  

^a DEPARTMENT OF INDUSTRIAL ENGINEERING AND OPERATIONS RESEARCH   (United States)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Electricity market; Hedging; Load serving entity; Option; Quantity risk; Volumetric risk

Indexed keywords

ELECTRICITY MARKET; LOAD SERVING ENTITY; QUANTITY RISKS; VOLUMETRIC RISKS;

CONTRACTS; COSTS; ELECTRIC LOADS; MARKETING;

ELECTRIC INDUSTRY;

EID: 33749504170     PISSN: 0894069X     EISSN: 15206750     Source Type: Journal    
DOI: 10.1002/nav.20184     Document Type: Article

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