Optimal hedging under biased energy futures markets
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DOI: 10.1016/j.eneco.2020.104750
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More about this item
Keywords
Futures hedging; Futures bias; Energy markets;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- L95 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Gas Utilities; Pipelines; Water Utilities
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