title
Hinna- ja koguse riski maandamine VKG Energia OÜ elektriportfelli näitel
Timing of Price and Volumetric Risks Based on VKG Energia Ltd Electricity Portfolio
author
Labi, Andres
keywords
VKG
elektriportfell
hinnarisk
koguse risk
riskimaandus
riskimaanduse ajastamine
riskid
futuur
forward
optsioon
CFD
portfelliteooria
standardhälve
Sharpe indeks
electricity portfolio
price risk
volumetric risk
hedging
timing the hedge
risks
future
forward
option
portfolio theory
standard deviation
Sharpe ratio
supervisor
Pikk, Peeter-Jass
defence date
10.06.2014
language
est
institution
Tallinna Tehnikaülikool
Tallinn University of Technology
faculty
Energeetikateaduskond
Faculty of Power Engineering
department / college
Elektroenergeetika instituut
Department of Electrical Power Engineering
subunit
Kõrgepingetehnika õppetool
Chair of High Voltage Engineering