메뉴 건너뛰기




Volumn 55, Issue 3, 2010, Pages 246-267

Improving financial performance with hedging via forwards for electric power generation companies

Author keywords

[No Author keywords available]

Indexed keywords

ANALYTICAL RESULTS; COMPETITIVE MARKETS; ELECTRIC POWER; FINANCIAL PERFORMANCE; FORWARD PRICE; GEOMETRIC BROWNIAN MOTION; PHYSICAL POWER; RISK EXPOSURE; ROBUST DECISIONS; SIMULATION APPROACH;

EID: 77956546408     PISSN: 0013791X     EISSN: 15472701     Source Type: Journal    
DOI: 10.1080/0013791X.2010.504290     Document Type: Article
Times cited : (2)

References (21)
  • 4
    • 30944431888 scopus 로고    scopus 로고
    • Electricity derivatives and riskmanagement
    • Deng, S.J. and Oren, S.S. (2006) Electricity derivatives and riskmanagement. Energy, 31, 940-953.
    • (2006) Energy , vol.31 , pp. 940-953
    • Deng, S.J.1    Oren, S.S.2
  • 6
    • 48049094146 scopus 로고    scopus 로고
    • Carbon tax or carbon permits: The impact on generators' risks
    • Green, R. (2008) Carbon tax or carbon permits: the impact on generators' risks. The Energy Journal, 29(3), 67-89.
    • (2008) The Energy Journal , vol.29 , Issue.3 , pp. 67-89
    • Green, R.1
  • 8
    • 84898381709 scopus 로고    scopus 로고
    • Ice., Available at, accessed 22 October 2009
    • Ice. (2009) Homepage. Available at http://www.theice.com (accessed 22 October 2009).
    • (2009) Homepage
  • 9
    • 84971942651 scopus 로고
    • Time-varying distributions and dynamic hedging with foreign currency futures
    • Kroner, K. and Sultan, J. (1993) Time-varying distributions and dynamic hedging with foreign currency futures. Journal of Financial and Quantitative Analysis, 28(4), 535-551.
    • (1993) Journal of Financial and Quantitative Analysis , vol.28 , Issue.4 , pp. 535-551
    • Kroner, K.1    Sultan, J.2
  • 11
    • 77956496905 scopus 로고    scopus 로고
    • Available at
    • Midwestiso. (2009) Welcome to Midwest ISO. Available at http://www.midwestiso. org (accessed 22 October 2009).
    • (2009) Welcome to Midwest ISO
  • 12
    • 33749504170 scopus 로고    scopus 로고
    • Hedging quantity riskswith standard power options in a competitive wholesale electricity market
    • Oum, Y.,Oren, S.S. andDeng, S.J. (2006) Hedging quantity riskswith standard power options in a competitive wholesale electricity market. Naval Research Logistics, 53, 697-712.
    • (2006) Naval Research Logistics , vol.53 , pp. 697-712
    • Oum, Y.1    Oren, S.S.2    Deng, S.J.3
  • 13
    • 77956519238 scopus 로고    scopus 로고
    • Palisade Corporation. Palisade Corporation, Newfield, NY
    • Palisade Corporation. (2000) BestFit. Palisade Corporation, Newfield, NY.
    • (2000) BestFit
  • 14
    • 77956550287 scopus 로고    scopus 로고
    • Palisade Corporation. Palisade Corporation, Newfield, NY
    • Palisade Corporation. (2001) @Risk. Palisade Corporation, Newfield, NY.
    • (2001) @Risk
  • 16
    • 84898381709 scopus 로고    scopus 로고
    • Available at (accessed 22 October 2009)
    • PJM. (2009) Homepage. Available at http://www.pjm.com (accessed 22 October 2009).
    • (2009) Homepage
  • 17
    • 43749088478 scopus 로고    scopus 로고
    • Fuel mix diversification incentives in liberalized electricity markets: Amean minus variance portfolio theory approach
    • Roques, F.A., Newberg, D.M. and Nuttall, W.J. (2008) Fuel mix diversification incentives in liberalized electricity markets: amean minus variance portfolio theory approach. Energy Economics, 30, 1831-1849.
    • (2008) Energy Economics , vol.30 , pp. 1831-1849
    • Roques, F.A.1    Newberg, D.M.2    Nuttall, W.J.3
  • 19
    • 0036698934 scopus 로고    scopus 로고
    • Hedging with futures contracts in a deregulated electricity industry
    • Tanlapco, E., Lawarree, J. and Liu, C.C. (2002) Hedging with futures contracts in a deregulated electricity industry. IEEE Transactions on Power Systems, 17(3), 577-582.
    • (2002) IEEE Transactions on Power Systems , vol.17 , Issue.3 , pp. 577-582
    • Tanlapco, E.1    Lawarree, J.2    Liu, C.C.3
  • 20
    • 33646047398 scopus 로고    scopus 로고
    • Electric power generation planning for interrelated projects: A real options approach
    • Wang, C.H. and Min, K.J. (2006) Electric power generation planning for interrelated projects: a real options approach. IEEE Transactions on Engineering Management, 53(2), 312-322.
    • (2006) IEEE Transactions on Engineering Management , vol.53 , Issue.2 , pp. 312-322
    • Wang, C.H.1    Min, K.J.2
  • 21
    • 57349109975 scopus 로고    scopus 로고
    • Short-term electric power trading strategies for portfolio optimization
    • Wang, C.H. and Min, K.J. (2008) Short-term electric power trading strategies for portfolio optimization. The Engineering Economist, 53(4), 265-379.
    • (2008) The Engineering Economist , vol.53 , Issue.4 , pp. 265-379
    • Wang, C.H.1    Min, K.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.