Blar i NTNU Open på forfatter "Nissen-Meyer, Sigurd-Erik"
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Evaluation of Risk Management Methods for a Hydropower Producer: Financial hedging strategies in the electricity market
Bråthen, Espen; Nissen-Meyer, Sigurd-Erik (Master thesis, 2009) -
Evaluation of static hedging strategies for hydropower producers in the Nordic market
Fleten, Stein-Erik; Bråthen, Espen; Nissen-Meyer, Sigurd-Erik (Journal article; Peer reviewed, 2010)In this paper we develop an optimization model to derive static hedge positions for hydropower producers with different risk characteristics. Previous research has primarily considered dynamic hedging; however, static ...