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...

Full description

Saved in:

Bibliographic Details
Published in:	European journal of operational research Vol. 316; no. 1; pp. 341 - 360
Main Authors:	Rettinger, Moritz, Mandl, Christian, Minner, Stefan
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.07.2024
Subjects:	Commodity procurement Data-driven optimization Decision analysis Model generalization Commodity procurement Decision analysis Model generalization Data-driven optimization
ISSN:	0377-2217
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!