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- W2389592610 abstract "Plenty of research and different opinions on hedging of electricity futures both at home and abroad were presented.Based on the BEEK GARCH model,the dynamic hedging model of electricity futures was constructed for generators to minimize the risks.The empirical research on the recent data of EEX showed that the dynamic hedging of electricity futures could mitigate the price risks of electricity,but its effectiveness was limited due to the weakness of the function of price discovery in the electricity market." @default.
- W2389592610 created "2016-06-24" @default.
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- W2389592610 date "2009-01-01" @default.
- W2389592610 modified "2023-09-25" @default.
- W2389592610 title "Empirical research on dynamic OHR about electricity futures based on multivariate GARCH models" @default.
- W2389592610 hasPublicationYear "2009" @default.
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