F. Schlichter

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

1

DOWNLOADS

350

CITATIONS

0

Scholarly Papers (1)

1.

Hedging Exposure to Electricity Price Risk in a Value at Risk Framework

ERIM Report Series Reference No. ERS-2007-013-F&A
Number of pages: 17 Posted: 07 Mar 2007
Ronald Huisman, Ronald Mahieu and F. Schlichter
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Center for Economic Research, Econometrics and Finance Group and affiliation not provided to SSRN
Downloads 350 (83,339)

Abstract:

Loading...

Electricity prices, Forward risk premium, Hedge ratios, Mean variance