Pricing analysis of wind power derivatives for renewable energy risk management
Takashi Kanamura, Lasse Homann, Marcel Prokopczuk
Topics & Concepts
Futures contractWind powerEconomicsRational pricingRenewable energyEconometricsMean reversionFinancial economicsElectricity marketPosition (finance)Capital asset pricing modelElectricityMicroeconomicsFinanceEngineeringElectrical engineeringEnergy Load and Power ForecastingWind Energy Research and DevelopmentElectric Power System Optimization