Essays about: "Vol- ume risk"

Found 1 essay containing the words Vol- ume risk.

  1. 1. Pricing fixed price electricity contracts in the Nordic region

    University essay from Lunds universitet/Matematisk statistik

    Author : Anton Levin; [2018]
    Keywords : Fixed price contract; Electricity load; Electricity spot price; vector autoregressive model; RAROC; Pro?le price; Correlation price; Vol- ume risk; Mathematics and Statistics;

    Abstract : In a competitive market like electricity retailing it is crucial for energy providers to estimate risk and cost for ?xed price contracts in order to set competitive but not unpro?table prices. This report calculate three price components that covers the wholesale and retail costs. READ MORE