Option Derivatives in Electricity Hedging
Despite the high volatility of electricity prices, there is still little demand for electricity power options, and the liquidity on the power exchanges of these power derivatives is quite low. One of the reasons is the uncertainty about how to evaluate these electricity options and about finding the...
| Published in: | Acta Polytechnica |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
CTU Central Library
2010-01-01
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| Subjects: | |
| Online Access: | https://ojs.cvut.cz/ojs/index.php/ap/article/view/1239 |