Dublin
Ireland
http://www.jimhanly.com
Technological University Dublin
Hedging Performance, Lower Partial Moments, Downside Risk, Variance, Semi-Variance, Value at Risk, Conditional Value at Risk
Hedging Performance, Asymmetry, Downside Risk, Value at Risk, Conditional
Electricity, Energy, Futures, Hedging, Risk Management.
Hedging Effectiveness, Scaling, Volatility Modelling, Forecasting
Energy, Hedging, Risk Management, Risk Aversion, Forecasting