Georgios Charalampous

International Hellenic University (IHU)

14th km Thessaloniki

Moudania

Thermi, Thessaloniki 57001

Greece

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Scholarly Papers (1)

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Risk Management and Portfolio Optimization for Gas- and Coal-Fired Power Plants in Germany: A Multivariate GARCH Approach

Journal of Energy Markets, Vol. 9, No. 2, 2016
Number of pages: 26 Posted: 14 Jun 2016
Georgios Charalampous and Reinhard Madlener
International Hellenic University (IHU) and RWTH Aachen University
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Abstract:

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energy derivatives, hedging effectiveness, BEKK model, semblance analysis