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Berger et al., 2018 - Google Patents

Semianalytical pricing and hedging of fixed and indexed energy swing contracts

Berger et al., 2018

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Document ID
12175751233008909161
Author
Berger B
Dietrich M
Döttling R
Publication year
Publication venue
Journal of Energy Markets

External Links

Snippet

Typical natural gas derivative contracts in the wholesale market contain several multifaceted flexibilities, which protect buyers from fluctuations in price and demand. We will focus on fair market valuation as well as hedging of the most common type of these contracts: swing …
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