A data-driven approach for optimal operational and financial commodity hedging

Commodity price risk management has been subject to various modeling and optimization approaches. Recently, data-driven policies focusing on the decision rather than prediction quality have been developed to overcome price model misspecification. Yet, in the context of data-driven commodity purchasi...

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Veröffentlicht in:	European journal of operational research Jg. 316; H. 1; S. 341 - 360
Hauptverfasser:	Rettinger, Moritz, Mandl, Christian, Minner, Stefan
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier B.V 01.07.2024
Schlagworte:	Commodity procurement Data-driven optimization Decision analysis Model generalization Commodity procurement Decision analysis Model generalization Data-driven optimization
ISSN:	0377-2217
Online-Zugang:	Volltext
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