Felix Schlichter

Erasmus University Rotterdam (EUR) - Department of Financial Management

PO Box 1738

Rotterdam , 3000 DR

Netherlands

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Scholarly Papers (1)

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Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations

ERIM Report Series Reference No. ERS-2007-089-F&A
Number of pages: 25 Posted: 29 Jan 2008
Ronald Huisman, Ronald Mahieu and Felix Schlichter
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Center for Economic Research, Econometrics and Finance Group and Erasmus University Rotterdam (EUR) - Department of Financial Management
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Abstract:

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optimal electricity sourcing, hedge ratio, forward risk premiums, electricity portfolio management, G11