1.Institute of Materials Resource Management, University of Augsburg, Werner-von-Siemens-Stra?e 6, 86159, Augsburg, Germany ;2.EDF R&D - FIME Finance for Energy Market Research Center, 7 bd Gaspard Monge, 91120, Palaiseau, France ;
Abstract:
Review of Quantitative Finance and Accounting - This study analyzes the interaction effects of corporate hedging activities of electric utility firms facing a manifold risk exposure consisting of...