Dynamic pricing of wind futures

Energy Economics

Volumn 31, Issue 1, 2009, Pages 16-24

  Benth, Fred Espen ^a,b   Šaltyte Benth, Jurate ^c,d  

^a UNIVERSITY OF OSLO   (Norway)

^b UNIVERSITY OF AGDER   (Norway)

^c Høkh ^*  (Norway)

^d AKERSHUS UNIVERSITY HOSPITAL   (Norway)

Author keywords

Continuous time autoregressive process; Hedging; Samuelson effect; Seasonality; Weather derivatives; Wind futures; Wind power

Indexed keywords

AGGLOMERATION; CONTINUOUS TIME SYSTEMS; RENEWABLE ENERGY RESOURCES; WIND POWER;

CONTINUOUS-TIME AUTOREGRESSIVE PROCESS; HEDGING; SAMUELSON EFFECT; SEASONALITY; WEATHER DERIVATIVES;

WEATHER SATELLITES;

MODELING; PRICE DYNAMICS; REGRESSION ANALYSIS; THEORETICAL STUDY; WIND POWER; WIND VELOCITY;

EID: 57049121105     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2008.09.009     Document Type: Article

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