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Optimal hedging under biased energy futures markets

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1 Published in 2020 at "Energy Economics"

DOI: 10.1016/j.eneco.2020.104750

Abstract: Optimal futures hedging positions for those agents trying to maximize their expected utility will depend on their view about the evolution of the market and on how risk adverse they are. The most risk adverse… read more here.

Keywords: risk; energy; futures markets; biased energy ... See more keywords