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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here