Blar i Institutt for industriell økonomi og teknologiledelse på tidsskrift "OR Spectrum: quantitative approaches in management"
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Dynamic hedging for the real option management of hydropower production with exchange rate risks
(Journal article; Peer reviewed, 2023)We study the risk management problem of a hydropower producer that hedges risk by trading currency and power futures contracts. The model considers three types of risks: operational risk due to supply uncertainty, profit ...