Efficient hedging in an illiquid market

Vattenfall hedge its future electricity production in order to decrease fluctuations in the result. Hedging can in a simplified way be described as selling the future electricity deliveries in long-term contracts so that the future price of the delivery becomes fixed. The contracts used are electric...

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Bibliographic Details
Main Author: Kalin, Erik
Format: Second cycle, A2E
Language:Inglés
Inglés
Published: 2011
Subjects:
Online Access:https://stud.epsilon.slu.se/2483/

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