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  • Despite the high volatility of electricity prices, there is still little demand for electricity power options, and the liquidity on the power exchanges of these power derivatives is quite low. One of the reasons is the uncertainty about how to evaluate these electricity options and about finding the right fair value of this product. Hedging of electricity is associated mainly with products as futures and forwards. But due to new trends in electricity trading and hedging, there is also useful to think more about options and the principles how to work with them in hedging of portfolio different positions and counterparties. We can solve quite often situation when we need to have perfect hedge of our customers (end user consuming electricity) portfolio or we have to evaluate volumetric risk (disability of customer to predict consumption, which is very similar with selling options
  • Despite the high volatility of electricity prices, there is still little demand for electricity power options, and the liquidity on the power exchanges of these power derivatives is quite low. One of the reasons is the uncertainty about how to evaluate these electricity options and about finding the right fair value of this product. Hedging of electricity is associated mainly with products as futures and forwards. But due to new trends in electricity trading and hedging, there is also useful to think more about options and the principles how to work with them in hedging of portfolio different positions and counterparties. We can solve quite often situation when we need to have perfect hedge of our customers (end user consuming electricity) portfolio or we have to evaluate volumetric risk (disability of customer to predict consumption, which is very similar with selling options (en)
Title
  • Option Derivatives in the Electricity Hedging
  • Option Derivatives in the Electricity Hedging (en)
skos:prefLabel
  • Option Derivatives in the Electricity Hedging
  • Option Derivatives in the Electricity Hedging (en)
skos:notation
  • RIV/68407700:21230/10:00169483!RIV11-MSM-21230___
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  • RIV/68407700:21230/10:00169483
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http://linked.open.../riv/klicovaSlova
  • Derivatives, Hedging (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [2BEC9CAA7296]
http://linked.open...i/riv/nazevZdroje
  • Acta Polytechnica
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 50
http://linked.open...iv/tvurceVysledku
  • Pavlátka, Pavel
issn
  • 1210-2709
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http://localhost/t...ganizacniJednotka
  • 21230
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