Hedging Exposure to Electricity Price Risk in a Value at Risk Framework
نویسندگان
چکیده
ERIM REPORT SERIES RESEARCH IN MANAGEMENT ERIM Report Series reference number ERS-2007-013-F&A Publication February 2007 Number of pages 14 Persistent paper URL Email address corresponding author [email protected] Address Erasmus Research Institute of Management (ERIM) RSM Erasmus University / Erasmus School of Economics Erasmus Universiteit Rotterdam P.O.Box 1738 3000 DR Rotterdam, The Netherlands Phone: + 31 10 408 1182 Fax: + 31 10 408 9640 Email: [email protected] Internet: www.erim.eur.nl
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