Browsing BI Open by Author "Tønjum, Hilde Daae"
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HEDGING WITH ELECTRICITY FUTURES Hedge Performance and Market Development in the Nordic Electricity Market
Løvdahl, Ida Tønnessen; Tønjum, Hilde Daae (Master thesis, 2020)This Master Thesis estimates and applies three various futures hedging strategies for the spot exposures at the Nordic electricity market. We compare the variance and hedging effectiveness of the traditional naïve hedge, ...