Managing Risk with Short-Term Futures Contracts.
Zhijian WuChunhui YuXiaohua ZhengPublished in: SIAM J. Financial Math. (2011)
Keyphrases
- short term
- long term
- spot market
- risk management
- power generation
- long term memory
- stock market
- financial markets
- electric load forecasting
- forecasting model
- short and long term
- motion prediction
- wind speed
- load forecasting
- short term and long term
- medium term
- supply chain
- decision making
- software agents
- least squares