Analysis of futures and spot electricity markets under risk aversion
Fernando S. Oliveira, Carlos Ruiz
Topics & Concepts
Futures contractSpot contractElectricityElectricity marketFinancial economicsRisk aversion (psychology)EconomicsSpot marketEconometricsBusinessExpected utility hypothesisEngineeringElectrical engineeringEnergy Load and Power ForecastingRisk and Portfolio OptimizationElectric Power System Optimization