Blar i NTNU Open på forfatter "Ahlgren, Mikkel Johan Boye"
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Hedging Price Risk for an Electricity Producer with Multistage Distributionally Robust Optimization
Ahlgren, Mikkel Johan Boye; Huse, Andreas Aalberg (Master thesis, 2018)In this thesis, we consider optimal hedging decisions for an electricity producer. In addition to account for uncertain prices and production, we let the underlying probability distribution in itself be subject to uncertainty. ...