Theoretical Economics Letters

Vol.7 No.4(2017), Paper ID 76743, 10 pages

DOI:10.4236/tel.2017.74053

 

An Analytic Hedging Model of Energy Quanto Contracts

 

Sang Baum Kang, Jialin Zhao

 

Stuart School of Business, Illinois Institute of Technology, Chicago, USA
Stuart School of Business, Illinois Institute of Technology, Chicago, USA

 

Copyright © 2017 Sang Baum Kang, Jialin Zhao et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Kang, S. and Zhao, J. (2017) An Analytic Hedging Model of Energy Quanto Contracts. Theoretical Economics Letters, 7, 737-746. doi: 10.4236/tel.2017.74053.
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