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

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