CONSTRUCTION OF FINANCIAL PRODUCTS HEDGING RISKS IN THE ELECTRICITY MARKETS

Julia Alekseevna Anisimova; Анисимова Юлия Алексеевна

CONSTRUCTION OF FINANCIAL PRODUCTS HEDGING RISKS IN THE ELECTRICITY MARKETS

Authors: Anisimova J.A.¹
Affiliations:
1. Togliatti State University, Togliatti
Issue: No 4 (2012)
Pages: 9-14
Section: Articles
URL: https://vektornaukieconomika.ru/jour/article/view/718
ID: 718

Cite item

Full Text

Abstract
About the authors
References
Supplementary files
Statistics

Abstract

The article discusses the algorithm design of financial products to hedge risks in the electricity markets. The order of the construction of a financial product with the additional conditions.

Keywords

structured financial products, cash flow, "the day-ahead", futures contracts, options, barriers, knock-in and knock-out

About the authors

Julia Alekseevna Anisimova

Togliatti State University, Togliatti

Author for correspondence.
Email: U.Anisimova@tltsu.ru

senior lecturer "Finance and Credit"

Russian Federation

References

Supplementary files

Supplementary Files

Action

1. JATS XML

Download

Username
Password
Remember me

Forgot password?	Register

Username
Password
Remember me

Forgot password?	Register

CONSTRUCTION OF FINANCIAL PRODUCTS HEDGING RISKS IN THE ELECTRICITY MARKETS

Full Text

Abstract

Keywords

About the authors

Julia Alekseevna Anisimova

References

Supplementary files

This website uses cookies