Cord Harms

University of Duisburg-Essen - Faculty of Economic Science

Essen, 45117

Germany

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The Application of Structural Electricity Models for Dynamic Hedging

Journal of Energy Markets, Forthcoming
Number of pages: 30 Posted: 10 Feb 2017
Cord Harms and Ruediger Kiesel
University of Duisburg-Essen - Faculty of Economic Science and University of Duisburg-Essen - Faculty of Economic Science
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Abstract:

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virtual power plant, structural model, electricity, delta hedging, merit order