Contracts for Difference and Risk Management in Multi-agent Energy Markets
作者： Francisco Sousa , Fernando Lopes , João Santana
DOI: 10.1007/978-3-319-18944-4_13
关键词:
摘要: The liberalization process of the power sector has led to competitive wholesale and retail markets. Market participants are exposed risks associated with price volatility uncertainties regarding production consumption. This paper addresses these issues by analyzing evaluating role contracts for difference (CFDs) as a financial product used hedge against risk. article presents several key features software gents able negotiate CFDs, paying special attention risk management, notably attitude, negotiation. It starts contextualization subject, which is followed definition model involving trading strategies tactics. group control exposure agents. Finally, set case studies described assess performance CFDs management tool compare their forward bilateral contracts.
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