Andreas Palzer

Fraunhofer Institute for Solar Energy Systems ISE - Division Thermal Systems and Buildings

Heidenhofstra├če 2

Freiburg, 79110

Germany

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Evaluation of Different Hedging Strategies for Commodity Price Risks of Industrial Cogeneration Plants

FCN Working Paper No. 2/2012
Number of pages: 47 Posted: 13 Nov 2013
Fraunhofer Institute for Solar Energy Systems ISE - Division Thermal Systems and Buildings, RWTH Aachen University - E.ON Energy Research Center and RWTH Aachen University
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Citation 60

Abstract:

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Commodity price risk, Cogeneration, Hedging, mean-variance portfolio optimization