Skip to Main content Skip to Navigation
Conference papers

Risk Management and Optimal Hedging in Electricity Forward Markets coupled with a balancing mechanism

Marcelo Saguan 1 Jean-Michel Glachant 2 Philippe Dessante 1
1 SUPELEC-Campus Gif
2 ADIS - Analyse des Dynamiques Industrielles et Sociales
Document type :
Conference papers
Complete list of metadata
https://hal-supelec.archives-ouvertes.fr/hal-00257389
Contributor : Christiane Le Bouquin <>
Submitted on : Tuesday, February 19, 2008 - 11:39:44 AM
Last modification on : Monday, December 14, 2020 - 12:28:24 PM

Identifiers

  • HAL Id : hal-00257389, version 1

Collections

SUPELEC

Citation

Marcelo Saguan, Jean-Michel Glachant, Philippe Dessante. Risk Management and Optimal Hedging in Electricity Forward Markets coupled with a balancing mechanism. International Conference on Probabilistic Methods Applied to Power Systems, PMAPS 2006, Jun 2006, Stockholm, Sweden. pp.917-922. ⟨hal-00257389⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

266