Browsing NTNU Open by Author "Nordtveit, Audun"
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Toward hedge ratios for hydropower production
Nordtveit, Audun; Watle, Kim Thomassen (Master thesis, 2012)The electricity price and production volume determine the revenue of a hydropower producer. Inflow variations to hydro reservoirs and high price volatility result in significant cash flow uncertainty. A copula-based Monte ...