Insurance Contracts for Hedging Wind Power Uncertainty

This paper presents an insurance contract that the supplier of wind power may subscribe to with an insurance company in order to immunize his/her revenue against the volatility of wind power and prices. Based on empirical evidence, we found that wind power and electricity prices are correlated. Then...

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Bibliographic Details
Main Authors: Guglielmo D’Amico, Fulvio Gismondi, Filippo Petroni
Format: Article
Language:English
Published: MDPI AG 2020-08-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/8/1376