{"title":"Notice of RetractionDecision-making of Risk Aversion for Power Enterprises by Hedging during the Building of Smart Grid","authors":"Fan Yang, Cunbin Li","doi":"10.1109/ETCS.2010.177","DOIUrl":null,"url":null,"abstract":"In connection with the smart grid construction background and characteristics of the Power enterprise's own, a computational model of Multi-species portfolio cross hedging, with fuel oil futures and stock index futures as the hedging instruments is proposed. Moreover, a real case is analysed in the paper for the power enterprises to manage their asset and cover the risk actively.","PeriodicalId":193276,"journal":{"name":"2010 Second International Workshop on Education Technology and Computer Science","volume":"80 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2010-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2010 Second International Workshop on Education Technology and Computer Science","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ETCS.2010.177","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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Abstract
In connection with the smart grid construction background and characteristics of the Power enterprise's own, a computational model of Multi-species portfolio cross hedging, with fuel oil futures and stock index futures as the hedging instruments is proposed. Moreover, a real case is analysed in the paper for the power enterprises to manage their asset and cover the risk actively.
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