𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Dynamic pricing of wind futures

✍ Scribed by Fred Espen Benth; Jūratė Šaltytė Benth


Book ID
108120947
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
633 KB
Volume
31
Category
Article
ISSN
0140-9883

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


The pricing of stock index futures
✍ Bradford Cornell; Kenneth R. French 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 840 KB

he prices observed for stock index futures have surprised both academics and T practitioners. The price structure, which gives the relation between the futures and spot prices as a function of the time to maturity, is generally flatter than simple arbitrage models predict. In fact, the futures price

The pricing of dollar index futures cont
✍ T. Hanan Eytan; Giora Harpaz; Steven Krull 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 637 KB

Index (USDX) is a geometric weighted average of ten T major foreign exchange (FX) rates, expressed in index form relative to the geometric weighted average of March 1973 (the base).\* Formally, if we denote by Si and Bi the spot FX rates of country i expressed in "American terms" (U.S. dollars per f

The pricing of municipal bond index futu
✍ Thomas R. Hamilton; Scott E. Hein; Timothy W. Koch 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 956 KB

## Smith, Hol Toles, and anonymous referees are gratefully acknowledged. We also acknowledge the valuable research assistance of Terrance Jalbert. Finally, we wish to thank Bill McLaughlin and The Bond Buyer for supplying us with the underlying municipal security prices used in this study.

Production, liquidity, and futures price
✍ Kit Pong Wong 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 137 KB

## Abstract This study examines the optimal design of a futures hedge program for the competitive firm under output price uncertainty. All futures contracts are unbiased and marked to market in that they require interim cash settlement of gains and losses. The futures price dynamics follows a first