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Operations Research, Systems Engineering and Industrial Engineering Commons™
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Accounting and price fluctuations<br />Electric utilities -- Rates<br />Financial risk management<br />Hedging (Finance) -- Prices -- Econometric models
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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering
Formulating Hedging Strategies For Financial Risk Mitigation In Competitive U.S. Electricity Markets, Karthik Viswanathan
Formulating Hedging Strategies For Financial Risk Mitigation In Competitive U.S. Electricity Markets, Karthik Viswanathan
Masters Theses
"The challenges currently facing participants in the competitive electricity markets are unique and staggering: unprecedented price volatility, fluctuations in the demand, a lack of historical market data on which to test the new modeling approaches, increased competition and continuously changing regulatory structure...Electricity plant owners and purchasers of electricity may benefit from various techniques to manage price volatility. For electricity, however, no futures market is actively traded. The electricity forward market in NYMEX is in its nascent stage and is low in liquidity. Producers and purchasers of electricity may find cross-hedging electricity with natural gas futures contracts to be effective in …