An equilibrium pricing model for wind power futures

Keyphrases

• Pricing Model 100%
• Risk Premia 100%
• Wind Power Futures 100%
• Equilibrium Pricing 100%
• Wind Generator 66%
• Conventional Generators 66%
• Sensitivity Analysis 33%
• Willingness to Pay 33%
• Stochastic Model 33%
• Generation Power 33%
• Uncertainty Sources 33%
• Electricity Demand 33%
• German Market 33%
• Wind Power Plant 33%
• Equilibrium Price 33%
• Wind Power Generation 33%
• Market Imperfections 33%
• Insurance Premium 33%
• Hedging Risk 33%
• Risk-volume 33%
• Power Price 33%
• Price Hedging 33%
• Hedging Effectiveness 33%
• Representative Agent 33%
• European Energy Exchange 33%

Economics, Econometrics and Finance

• Pricing 100%
• Incomplete Market 50%
• Hedging 50%