Quadratic Hedging of Futures Term Structure Risk in Merchant Energy Trading Operations

2021 ◽  
Author(s):  
Nicola Secomandi ◽  
Bo Yang
Keyword(s):  
Term Structure ◽  
Energy Trading ◽  
Quadratic Hedging

Nash Commitment for Energy Trading in Liberalized Power Market: a State of Art Review

2016 ◽  
Vol 11 (4) ◽  
pp. 381
Author(s):  
Madan Mohan Tripathi ◽  
Anil Kumar Pandey ◽  
Amit Verma ◽  
Krishan Gopal Upadhyay ◽  
Dinesh Chandra
Keyword(s):  
Power Market ◽  
Energy Trading ◽  
State Of Art

Joint Energy Trading and Scheduling for Multi-Energy microgrids with Storage

2020 ◽  
Author(s):  
Dafeng Zhu ◽  
Bo Yang ◽  
Qi Liu ◽  
Kai Ma ◽  
Shanying Zhu ◽  
...  
Keyword(s):  
Energy Trading

The Term Structure of Equity Risk: An Empirical Analysis

CFA Digest ◽  
1997 ◽  
Vol 27 (1) ◽  
pp. 56-57
Author(s):  
H. Kent Baker
Keyword(s):  
Empirical Analysis ◽  
Term Structure ◽  
Equity Risk

The Term Structure of Very Short-Term Rates: New Evidence for the Expectations Hypothesis

CFA Digest ◽  
2001 ◽  
Vol 31 (2) ◽  
pp. 61-62
Author(s):  
David B. Miyazaki
Keyword(s):  
Term Structure ◽  
Short Term ◽  
Expectations Hypothesis ◽  
New Evidence

The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields

CFA Digest ◽  
2007 ◽  
Vol 37 (3) ◽  
pp. 23-24
Author(s):  
Richard D. Long
Keyword(s):  
Term Structure ◽  
Bond Yields ◽  
Expectations Hypothesis

Foreign Exchange Risk and the Term-Structure of Industry Costs of Equity

CFA Digest ◽  
2015 ◽  
Vol 45 (4) ◽  
Author(s):  
Chen Sui
Keyword(s):  
Term Structure ◽  
Foreign Exchange ◽  
Foreign Exchange Risk ◽  
Exchange Risk

Wartime finance and the term structure of interest rates

1969 ◽  
Author(s):  
Julian Howard Taylor
Keyword(s):  
Interest Rates ◽  
Term Structure

The signalling properties of the shape of the credit default swap term structure

2015 ◽  
Vol 17 (4) ◽  
pp. 71-99 ◽  
Author(s):  
Jenny Castellanos ◽  
Nick Constantinou ◽  
Wing Lon Ng
Keyword(s):  
Term Structure ◽  
Credit Default Swap ◽  
Credit Default ◽  
Default Swap
Sign in / Sign up

Export Citation Format

Share Document