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Cross hedging and forward-contract pricing of electricity

Citations

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Cited by:

  1. Woo, Chi-Keung, 2001. "What went wrong in California's electricity market?," Energy, Elsevier, vol. 26(8), pages 747-758.
  2. Brown, D.P. & Tsai, C.H. & Woo, C.K. & Zarnikau, J. & Zhu, S., 2020. "Residential electricity pricing in Texas's competitive retail market," Energy Economics, Elsevier, vol. 92(C).
  3. K. H. Cao & H. Qi & C. K. Woo & J. Zarnikau & R. Li, 2024. "Efficient frontiers for short-term sales of spot and forward wind energy in Texas," Post-Print hal-04761181, HAL.
  4. Woo, Chi-Keung & Lloyd, Debra & Tishler, Asher, 2003. "Electricity market reform failures: UK, Norway, Alberta and California," Energy Policy, Elsevier, vol. 31(11), pages 1103-1115, September.
  5. Dinica, Valentina, 2006. "Support systems for the diffusion of renewable energy technologies--an investor perspective," Energy Policy, Elsevier, vol. 34(4), pages 461-480, March.
  6. Samuel Njoh, 2007. "Cross Hedging Within A Log Mean Reverting Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 10(05), pages 887-914.
  7. H. Qi & C. K. Woo & K. H. Cao & J. Zarnikau & R. Li, 2024. "Price responsiveness of solar and wind capacity demands," Post-Print hal-04597188, HAL.
  8. Woo, C.K. & Lloyd, D. & Borden, M. & Warrington, R. & Baskette, C., 2004. "A robust internet-based auction to procure electricity forwards," Energy, Elsevier, vol. 29(1), pages 1-11.
  9. Woo, C.K. & King, M. & Tishler, A. & Chow, L.C.H., 2006. "Costs of electricity deregulation," Energy, Elsevier, vol. 31(6), pages 747-768.
  10. Tishler, Asher & Milstein, Irena & Woo, Chi-Keung, 2008. "Capacity commitment and price volatility in a competitive electricity market," Energy Economics, Elsevier, vol. 30(4), pages 1625-1647, July.
  11. Lester Hadsell, 2006. "A TARCH examination of the return volatility-volume relationship in electricity futures," Applied Financial Economics, Taylor & Francis Journals, vol. 16(12), pages 893-901.
  12. Deng, S.J. & Oren, S.S., 2006. "Electricity derivatives and risk management," Energy, Elsevier, vol. 31(6), pages 940-953.
  13. Woo, C.-K. & Lloyd, Debra & Clayton, William, 2006. "Did a local distribution company procure prudently during the California electricity crisis?," Energy Policy, Elsevier, vol. 34(16), pages 2552-2565, November.
  14. Bhanot, Karan, 2002. "Value of an option to purchase electric power -- the case of uncertain consumption," Energy Economics, Elsevier, vol. 24(2), pages 121-137, March.
  15. Tishler, A. & Woo, C.K., 2006. "Likely failure of electricity deregulation: Explanation with application to Israel," Energy, Elsevier, vol. 31(6), pages 845-856.
  16. Woo, C.K. & Zarnikau, J. & Moore, J. & Horowitz, I., 2011. "Wind generation and zonal-market price divergence: Evidence from Texas," Energy Policy, Elsevier, vol. 39(7), pages 3928-3938, July.
  17. Woo, Chi-Keung & Horowitz, Ira & Tishler, Asher, 2006. "A critical assessment of the Hong Kong Government's proposed post-2008 regulatory regime for local electricity utilities," Energy Policy, Elsevier, vol. 34(13), pages 1451-1456, September.
  18. Pekka Tuominen & Tuomas Seppänen, 2017. "Estimating the Value of Price Risk Reduction in Energy Efficiency Investments in Buildings," Energies, MDPI, vol. 10(10), pages 1-11, October.
  19. Horowitz, I. & Woo, C.K., 2006. "Designing Pareto-superior demand-response rate options," Energy, Elsevier, vol. 31(6), pages 1040-1051.
  20. Takuji Matsumoto & Yuji Yamada, 2023. "Improving the Efficiency of Hedge Trading Using Higher-Order Standardized Weather Derivatives for Wind Power," Energies, MDPI, vol. 16(7), pages 1-22, March.
  21. Baskette, C. & Horii, B. & Kollman, E. & Price, S., 2006. "Avoided cost estimation and post-reform funding allocation for California's energy efficiency programs," Energy, Elsevier, vol. 31(6), pages 1084-1099.
  22. Goto, Mika & Karolyi, G. Andrew, 2004. "Understanding Electricity Price Volatility within and across Markets," Working Paper Series 2004-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  23. Chi-Keung Woo & Jay Zarnikau & Asher Tishler & Kang Hua Cao, 2022. "Insuring a Small Retail Electric Provider’s Procurement Cost Risk in Texas," Energies, MDPI, vol. 16(1), pages 1-12, December.
  24. Gallego, Camilo A., 2022. "Intertemporal effects of imperfect competition through forward contracts in wholesale electricity markets," Energy Economics, Elsevier, vol. 107(C).
  25. Woo, Chi-Keung & Horowitz, Ira & Olson, Arne & Horii, Brian & Baskette, Carmen, 2006. "Efficient frontiers for electricity procurement by an LDC with multiple purchase options," Omega, Elsevier, vol. 34(1), pages 70-80, January.
  26. Cao, K.H. & Qi, H.S. & Tsai, C.H. & Woo, C.K. & Zarnikau, J., 2021. "Energy trading efficiency in the US Midcontinent electricity markets," Applied Energy, Elsevier, vol. 302(C).
  27. Rammerstorfer, Margarethe & Wagner, Christian, 2009. "Reforming minute reserve policy in Germany: A step towards efficient markets?," Energy Policy, Elsevier, vol. 37(9), pages 3513-3519, September.
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