Titlebook: Energy Trading and Risk Management; Commentary on Arbitr Tadahiro Nakajima,Shigeyuki Hamori Book 2022 The Editor(s) (if applicable) and The

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書目名稱Energy Trading and Risk Management影響因子(影響力)




書目名稱Energy Trading and Risk Management影響因子(影響力)學(xué)科排名




書目名稱Energy Trading and Risk Management網(wǎng)絡(luò)公開度




書目名稱Energy Trading and Risk Management網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Energy Trading and Risk Management被引頻次




書目名稱Energy Trading and Risk Management被引頻次學(xué)科排名




書目名稱Energy Trading and Risk Management年度引用




書目名稱Energy Trading and Risk Management年度引用學(xué)科排名




書目名稱Energy Trading and Risk Management讀者反饋




書目名稱Energy Trading and Risk Management讀者反饋學(xué)科排名

PACK

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Hedging Strategy with Futures Contracts,he volatility of the portfolio return, which consists of a spot and its futures, defined as the optimal hedge ratio (OHR), is the covariance of the spot and futures return series divided by the variance of the futures return series. We introduce some multivariate generalized autoregressive condition

negligence

使痛苦

Alternative to Postface: Market Risk Transfer in Power Companies, where the LNG price is linearly linked to the crude oil index price, although it has a lower threshold. Assuming that the business balance is neutral when the contract has no lower threshold, we can interpret this contract as a short position in a crude oil put option. Next, we discuss a power sale

使痛苦

來就得意

OREX

,Dosisgr??en und Strahlenschutzbegriffe,mating three types of bivariate GARCH models (i.e., the diagonal VECH model, diagonal BEKK model, and constant conditional correlation (CCC) model). The results indicate that the portfolio constructed on the OHR calculated by the diagonal BEKK model has the best hedging effect in the US and UK markets.

GNAT