Cross Hedging and Forward-Contract Pricing of Electricity

نویسندگان

  • Chi-Keung Woo
  • Ira Horowitz
  • Khoa Hoang
چکیده

We consider the problem of an electric-power marketer offering a fixed-price forward contract to provide electricity that it purchases from a potentially volatile and unpredictable fledgling spot energy market. One option for the risk-averse marketer who wants to hedge against the spot-price volatility is to engage in cross hedging to reduce the contract’s profit variance, and to determine the forward-contract price as a risk-adjusted price } the sum of a baseline price and a risk premium. We show how the marketer can estimate the spot-price relationship between two wholesale energy markets for the purpose of cross hedging, as well as the optimal hedge and the forward contract’s baseline price and risk premium. Q 2001 Elsevier Science B.V. All rights reserved.

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تاریخ انتشار 2001