Risk Management and Optimal Hedging in Electricity Forward Markets coupled with a balancing mechanism

Marcelo Saguan; Jean-Michel Glachant; Philippe Dessante

Conference Papers Year : 2006

Risk Management and Optimal Hedging in Electricity Forward Markets coupled with a balancing mechanism

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Marcelo Saguan

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Jean-Michel Glachant

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Analyse des Dynamiques Industrielles et Sociales

Philippe Dessante

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PersonId : 5659
IdHAL : philippe-dessante
ORCID : 0000-0002-4254-5987
IdRef : 174916094

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Engineering Sciences [physics] Electric power Humanities and Social Sciences Economics and Finance

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Submitted on : Tuesday, February 19, 2008-11:39:44 AM

Last modification on : Wednesday, February 15, 2023-3:39:27 AM

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hal-00257389 , version 1 (19-02-2008)

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HAL Id : hal-00257389 , version 1

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Marcelo Saguan, Jean-Michel Glachant, Philippe Dessante. Risk Management and Optimal Hedging in Electricity Forward Markets coupled with a balancing mechanism. International Conference on Probabilistic Methods Applied to Power Systems, PMAPS 2006, Jun 2006, Stockholm, Sweden. pp.917-922. ⟨hal-00257389⟩

Risk Management and Optimal Hedging in Electricity Forward Markets coupled with a balancing mechanism

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