Yumi Oum

Publication Activity (10 Years)

Years Active: 2009-2010
Publications (10 Years): 0

Publications

Yumi Oum, Shmuel S. Oren
Optimal Static Hedging of Volumetric Risk in a Competitive Wholesale Electricity Market. Decis. Anal. 7 (1) (2010)
Yumi Oum, Shmuel S. Oren
VaR constrained hedging of fixed price load-following obligations in competitive electricity markets. Risk Decis. Anal. 1 (1) (2009)