Multiple zone power forwards: A value at risk framework

Energy Economics

Volumn 31, Issue 5, 2009, Pages 714-726

  Demers, Jean Guy ^a  

^a CIRANO   (Canada)

Author keywords

Energy markets; Forward curve; Power markets; Value at risk

Indexed keywords

DEREGULATED POWER MARKETS; ELECTRICAL ENERGY; ELECTRICITY PRODUCERS; ENERGY MARKETS; ENGLAND; FORWARD CONTRACT; FORWARD CURVE; HIGH VOLATILITY; MARKET PLAYERS; PARAMETRIC MODELS; POWER MARKETS; SPOT PRICE; VALUE AT RISK;

COMMERCE; ELECTRIC LOAD FORECASTING; ELECTRIC UTILITIES; GAS INDUSTRY; MULTIPLE ZONES; RISK ANALYSIS; RISK MANAGEMENT; VALUE ENGINEERING;

DEREGULATION;

COMMODITY PRICE; DEREGULATION; ELECTRICAL POWER; ELECTRICITY GENERATION; ENERGY MARKET; FORECASTING METHOD; FORWARD MODELING; PARAMETERIZATION; PARSIMONY ANALYSIS; PRICE DYNAMICS;

NEW ENGLAND; NORTH AMERICA; UNITED STATES;

EID: 67650711089     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2009.02.007     Document Type: Article

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