Pricing and hedging wind power prediction risk with binary option contracts

Journal

Energy Economics

Subject

Management Science and Operations

Publishing details

Energy Economics 2023 Vol 126 p 106960

Authors / Editors

Thakur J; Hesamzadeh M R; Date P; Bunn D

Biographies

Bunn D W

Publication Year

2023

Keywords

Wind power; Forecasting; Hedging; Quanto options; Deep learning; Multi-class classification; Risk management