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

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

Research output: Book/Report › Report

Original language	English
Place of Publication	Rotterdam
Publisher	Erasmus Research Institute of Management (ERIM)
Number of pages	14
Publication status	Published - 2007
Externally published	Yes

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

Cite this

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title = "Hedging exposure to electricity price risk in a value at risk framework",

author = "R. Huisman and R.J. Mahieu and F. Schlichter",

note = "Pagination: 14",

year = "2007",

language = "English",

series = "ERIM report series research in management",

publisher = "Erasmus Research Institute of Management (ERIM)",

number = "ERS-2007-013-F&A",

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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

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