Hedging exposure to electricity price risk in a value at risk framework

R. Huisman, R.J. Mahieu, F. Schlichter

Research output: Book/ReportReportProfessional

Original languageEnglish
Place of PublicationRotterdam
PublisherErasmus Research Institute of Management (ERIM)
Number of pages14
Publication statusPublished - 2007
Externally publishedYes

Publication series

NameERIM report series research in management
No.ERS-2007-013-F&A

Cite this

Huisman, R., Mahieu, R. J., & Schlichter, F. (2007). Hedging exposure to electricity price risk in a value at risk framework. (ERIM report series research in management; No. ERS-2007-013-F&A). Rotterdam: Erasmus Research Institute of Management (ERIM).
Huisman, R. ; Mahieu, R.J. ; Schlichter, F. / Hedging exposure to electricity price risk in a value at risk framework. Rotterdam : Erasmus Research Institute of Management (ERIM), 2007. 14 p. (ERIM report series research in management; ERS-2007-013-F
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Huisman, R, Mahieu, RJ & Schlichter, F 2007, Hedging exposure to electricity price risk in a value at risk framework. ERIM report series research in management, no. ERS-2007-013-F&A, Erasmus Research Institute of Management (ERIM), Rotterdam.

Hedging exposure to electricity price risk in a value at risk framework. / Huisman, R.; Mahieu, R.J.; Schlichter, F.

Rotterdam : Erasmus Research Institute of Management (ERIM), 2007. 14 p. (ERIM report series research in management; No. ERS-2007-013-F&A).

Research output: Book/ReportReportProfessional

TY - BOOK

T1 - Hedging exposure to electricity price risk in a value at risk framework

AU - Huisman, R.

AU - Mahieu, R.J.

AU - Schlichter, F.

N1 - Pagination: 14

PY - 2007

Y1 - 2007

M3 - Report

T3 - ERIM report series research in management

BT - Hedging exposure to electricity price risk in a value at risk framework

PB - Erasmus Research Institute of Management (ERIM)

CY - Rotterdam

ER -

Huisman R, Mahieu RJ, Schlichter F. Hedging exposure to electricity price risk in a value at risk framework. Rotterdam: Erasmus Research Institute of Management (ERIM), 2007. 14 p. (ERIM report series research in management; ERS-2007-013-F.