Electricity pool prices: Long-term uncertainty characterization for futures-market trading and risk management

Journal of the Operational Research Society

Volumn 61, Issue 2, 2010, Pages 235-245

  Conejo, A J ^a   Nogales, F J ^b   Carrion M ^a   Morales, J M ^a  

^a UNIVERSITY OF CASTILLA LA MANCHA   (Spain)

^b UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Electricity pool prices; Forward trading; Futures prices; Scenarios; Year ahead forecasting

Indexed keywords

COMMERCE; COSTS; LAKES; POWER MARKETS; PROFITABILITY; RISK MANAGEMENT;

ELECTRICITY POOL; EXPLANATORY VARIABLES; FORWARD TRADING; FUTURES PRICES; HEDGING INSTRUMENTS; MARKET TRANSACTIONS; SCENARIOS; UNCERTAINTY CHARACTERIZATION;

FINANCIAL MARKETS;

EID: 73549103611     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/jors.2008.140     Document Type: Article

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