Hedging Electricity Portfolio for a Hydro-Energy Producer via Stochastic Programming
Additional information
Authors
Barone Adesi G.,
Giacometti R.,
Vespucci M.,
Bertocchi M.
Type
Book chapter
Year
2012
Language
English
Book
Stochastic Optimization Methods in Finance and Energy
Publisher
Springer
Start page number
34
End page number
49