Giovanni Barone-Adesi

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Deterministic and stochastic models for edging electricity portfolio of a hydropower producer digital

Deterministic and stochastic models for edging electricity portfolio of a hydropower producer

by Giovanni Barone-Adesi, Marida Bertocchi, Rosella Giacometti, Maria Teresa Vespucci

Year: 2013

Keywords: Regime Switching Model, Hydroplants, Electricity forward Contracts, Stochastic Programming.

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