Energy structured deals: dynamic vs quasi-static hedging

Energy structured products can be described as particular types of derivative instruments. Hence it was natural for market agents to tackle pricing and hedging problems related to this problem using traditional techniques developed for standard derivatives. However, it is a well known fact that traditional pricing and hedging approaches often fail to work properly for complex energy structures due to market incompleteness issues (non-perfect replication), liquidity problems or unusual price dyna

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