Customized yet Standardized Temperature Derivatives: A Non-Parametric Approach with Suitable Basis Selection for Ensuring Robustness
Previous studies have demonstrated that non-parametric hedging models using temperature derivatives are highly effective in hedging profit/loss fluctuation risks for electric utilities. Aiming for the practical applications of these methods, this study performs extensive empirical analyses and makes...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-06-01
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| Series: | Energies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1996-1073/14/11/3351 |