Portfolio management and performance improvement with Sharpe and Treynor ratios in electricity markets
After 1980s, liberalization in energy industry accelerated. At that times, private sector started to show more tendency to electricity thanks to regulations and policies made by governments so electricity markets emerged and spread very rapidly, which created market risk that needs to be managed car...
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| Format: | Article |
| Language: | English |
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Elsevier
2022-11-01
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| Series: | Energy Reports |
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| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352484721014347 |