Quantifying risk in the electricity business: A RAROC-based approach

Energy Economics

Volumn 29, Issue 5, 2007, Pages 1033-1049

  Prokopczuk, Marcel ^e   Rachev, Svetlozar T ^a,b   Schindlmayr, Gero ^d   Trück, Stefan ^c  

^a UNIVERSITY OF KARLSRUHE   (Germany)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

^d EnBW Kraftwerke AG   (Germany)

^e UNIVERSITY OF MANNHEIM   (Germany)

Author keywords

Load contracts; Power markets; RAROC; Risk management; Spot market prices

Indexed keywords

CONTRACTS; CORRELATION METHODS; FINANCE; MARKETING; RISK ANALYSIS; RISK MANAGEMENT;

PRICE-VOLUME CORRELATION; SPOT MARKET PRICE;

ELECTRICITY;

CORRELATION; ELECTRICITY INDUSTRY; ELECTRICITY SUPPLY; ENERGY PLANNING; LIBERALIZATION; MARKET CONDITIONS; PRICE DYNAMICS; RISK PERCEPTION;

CENTRAL EUROPE; EURASIA; EUROPE; GERMANY;

EID: 34547591468     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2006.08.006     Document Type: Article

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