Energy Commodities: A Review of Optimal Hedging Strategies

Energy is considered as a commodity nowadays and continuous access along with price stability is of vital importance for every economic agent worldwide. The aim of the current review paper is to present in detail the two dominant hedging strategies relative to energy portfolios, the Minimum-Variance...

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Bibliographic Details
Main Authors: George E. Halkos, Apostolos S. Tsirivis
Format: Article
Language:English
Published: MDPI AG 2019-10-01
Series:Energies
Subjects:
Online Access:https://www.mdpi.com/1996-1073/12/20/3979