23.01.2014 Views

Hedging Strategy and Electricity Contract Engineering - IFOR

Hedging Strategy and Electricity Contract Engineering - IFOR

Hedging Strategy and Electricity Contract Engineering - IFOR

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

Bibliography<br />

[ABA98]<br />

[AD80]<br />

[ADEH97]<br />

[ADEH99]<br />

[ADEH01]<br />

E. S. Amundsen, L. Bergman, <strong>and</strong> B. Andersson. Competition<br />

<strong>and</strong> prices on the emerging Nordic electricity market. Working<br />

Paper Series in Economics <strong>and</strong> Finance No. 217, Stockholm<br />

School of Economics, 1998.<br />

R. W. Anderson <strong>and</strong> J.-P. Danthine. <strong>Hedging</strong> <strong>and</strong> joint production:<br />

Theory <strong>and</strong> illustrations. Journal of Finance, 35:487–498,<br />

1980.<br />

P. Artzner, F. Delbaen, J.-M. Eber, <strong>and</strong> D. Heath. Coherent measures<br />

of risk. Mathematical Finance, 9:203–228, 1997.<br />

P. Artzner, F. Delbaen, J.-M. Eber, <strong>and</strong> D. Heath. Thinking coherently.<br />

Risk, 10(11):68–71, 1999.<br />

P. Artzner, F. Delbaen, J.-M. Eber, <strong>and</strong> D. Heath. Acceptability<br />

of multiperiod risk. Working paper, RiskLab, 2001.<br />

[ADS00] P. Alaton, B. Djehiche, <strong>and</strong> D. Stillberger. On modelling <strong>and</strong><br />

pricing weather derivatives. Working paper, KTH, 2000.<br />

[Arr71]<br />

K. J. Arrow. Essays on the Theory of Risk-Bearing. Markham,<br />

Chicago, 1971.<br />

[BA96] R Billinton <strong>and</strong> R. N. Allan. Reliability Evaluation of Power<br />

Systems. Second Edition. Plenum Pres, London, 1996.

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!