Risk analysis of energy product portfolios

Benth, Fred Espen; Ekeland, Lars; Hauge, Ragnar; Holden, Lars; Nielsen, Bjørn Fredrik

December 01, 2000

SAND

• Keywords: Energy spot price model, forward prices, stochastic analysis, discrete model
• Page(s): 25
• Name and number of project: 350010, spotmod
• Title: Risk analysis of energy product portfolios
• Author(s): Benth, Fred Espen; Ekeland, Lars; Hauge, Ragnar; Holden, Lars; Nielsen, Bjørn Fredrik
• Report number: SAND/11/00
• Published date: December 01, 2000