Matsumoto, Takuji; Yamada, Yuji Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market. (English) Zbl 1414.91383 Asia-Pac. Financ. Mark. 26, No. 2, 211-227 (2019). MSC: 91G20 91B74 PDFBibTeX XMLCite \textit{T. Matsumoto} and \textit{Y. Yamada}, Asia-Pac. Financ. Mark. 26, No. 2, 211--227 (2019; Zbl 1414.91383) Full Text: DOI
Yamada, Yuji Optimal hedging of prediction errors using prediction errors. (English) Zbl 1151.91582 Asia-Pac. Financ. Mark. 15, No. 1, 67-95 (2008). MSC: 91B30 91B70 62G08 PDFBibTeX XMLCite \textit{Y. Yamada}, Asia-Pac. Financ. Mark. 15, No. 1, 67--95 (2008; Zbl 1151.91582) Full Text: DOI Link