http://www.erasmusenergy.com en-us N/A dejong@maycroft.com Mon, 06 Oct 2008 21:07:35 CEST 20 http://www.erasmusenergy.com/articles/74/1/Getting-physical/Page1.html Published in: Energy Risk
Publication year: 2004


Asset-backed trading strategies usually employ a combination of physical positions, which are subject to physical risk; and financial hedging intruments, which are not. Here, Steve Leppard shows how value-at-risk, applied to this combined risk scenario, can go a long way towards the thorny issue of hedging physically risky power generation assets.]]> no@spam.com (Steve Leppard) Thu, 11 Oct 2007 14:59:47 CEST http://www.erasmusenergy.com/articles/74/1/Getting-physical/Page1.html