Conditional value-at-risk optimization for managing area pricing risk in the Finnish electricity market

Bibliographic Details
Main Author: Kramb, Jason
Other Authors: Kauppakorkeakoulu, School of Business and Economics, Taloustieteet, Business and Economics, Jyväskylän yliopisto, University of Jyväskylä, Taloustiede, Economics, 2041
Format: Master's thesis
Language:eng
Published: 2021
Subjects:
Online Access: https://jyx.jyu.fi/handle/123456789/74995
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author Kramb, Jason
author2 Kauppakorkeakoulu School of Business and Economics Taloustieteet Business and Economics Jyväskylän yliopisto University of Jyväskylä Taloustiede Economics 2041
author_facet Kramb, Jason Kauppakorkeakoulu School of Business and Economics Taloustieteet Business and Economics Jyväskylän yliopisto University of Jyväskylä Taloustiede Economics 2041 Kramb, Jason
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spellingShingle Kramb, Jason Conditional value-at-risk optimization for managing area pricing risk in the Finnish electricity market conditional value-at-risk EPAD riskienhallinta sähkömarkkinat optimointi risk management electricity market optimisation
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title Conditional value-at-risk optimization for managing area pricing risk in the Finnish electricity market
title_full Conditional value-at-risk optimization for managing area pricing risk in the Finnish electricity market
title_fullStr Conditional value-at-risk optimization for managing area pricing risk in the Finnish electricity market Conditional value-at-risk optimization for managing area pricing risk in the Finnish electricity market
title_full_unstemmed Conditional value-at-risk optimization for managing area pricing risk in the Finnish electricity market Conditional value-at-risk optimization for managing area pricing risk in the Finnish electricity market
title_short Conditional value-at-risk optimization for managing area pricing risk in the Finnish electricity market
title_sort conditional value at risk optimization for managing area pricing risk in the finnish electricity market
title_txtP Conditional value-at-risk optimization for managing area pricing risk in the Finnish electricity market
topic conditional value-at-risk EPAD riskienhallinta sähkömarkkinat optimointi risk management electricity market optimisation
topic_facet EPAD conditional value-at-risk electricity market optimisation optimointi risk management riskienhallinta sähkömarkkinat
url https://jyx.jyu.fi/handle/123456789/74995 http://www.urn.fi/URN:NBN:fi:jyu-202104092309
work_keys_str_mv AT krambjason conditionalvalueatriskoptimizationformanagingareapricingriskinthefinnishelectricityma