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Publications by Zita A. Vale

Hedging Using Futures and Options Contracts in the Electricity Market

Renewable Energy and Power Quality Journal

Electronic Engineering

Energy Engineering

Renewable Energy

Power Technology

the Environment

English

Related publications

Optimal Hedging in the Futures Market Under Price Uncertainty

Economics Letters

English

The Efficacy of Financial Futures as a Hedging Tool in Electricity Markets

International Journal of Finance and Economics

English

Commodity Futures Hedging, Risk Aversion and the Hedging Horizon

European Journal of Finance

English

The Effect of Futures Contracts on the Stock Market Volatility:

English

A Model for Hedging Load and Price Risk in the Texas Electricity Market

SSRN Electronic Journal

English

A Model for Hedging Load and Price Risk in the Texas Electricity Market

Energy Economics

English

On Hedging European Options in Geometric Fractional Brownian Motion Market Model

Statistics & Decisions

English

Hedging Ratio Measurement Methods and Hedging Effectiveness in Jakarta Futures Exchanges

Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan

English

Valuing Real Options Using Implied Binomial Trees and Commodity Futures Options

SSRN Electronic Journal

English