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Journal articles (2016), Journal of Energy Markets, 9 (2), pp. 111-150

Static Mitigation of Volumetric Risk

ID BRIK R., RONCORONI Andrea

We consider the problem of designing a financial instrument aimed at mitigating the joint exposure of energy-linked commitments to random price and volume delivery fluctuations.

ID BRIK, R. and RONCORONI, A. (2016). Static Mitigation of Volumetric Risk. Journal of Energy Markets, 9(2), pp. 111-150.

Keywords : #Gestion-des-risques-d'entreprise, #Risque-énergétique, #Risque-volumétrique