Delta Hedging Energy Portfolios: an Exploratory Study.

Richard Goldberg James Read Art Altman Remi Audouin

Published in: HICSS (2007)

Keyphrases

transaction costs
portfolio selection
energy consumption
energy minimization
portfolio optimization
financial markets
minimum energy
risk management
low energy
database
data sets
data mining
decision support system
literature review
high energy
solar energy