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(University College Dublin. School of Business. Centre for Financial MarketsUniversity College Dublin. Geary Institute, 2009-08)Risk aversion is a key element of utility maximizing hedge strategies; however, it has typically been assigned an arbitrary value in the literature. This paper instead applies a GARCH-in-Mean (GARCH-M) model to estimate ...
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(2009)Risk aversion is a key element of utility maximizing hedge strategies; however, it has typically been assigned an arbitrary value in the literature. This paper instead applies a GARCH-in-Mean (GARCH-M) model to estimate a ...
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(Elsevier, 2010-03)Risk aversion is a key element of utility maximizing hedge strategies; however, it has typically been assigned an arbitrary value in the literature. This paper instead applies a GARCH-in-Mean (GARCH-M) model to estimate ...
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(Elsevier, 2012-05)A key issue in the estimation of energy hedges is the hedgers’ attitude towards risk which is encapsulated in the form of the hedgers’ utility function. However, the literature typically uses only one form of utility ...
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(2008-07)The penetration of DG is increasing on distribution networks across the world. As a result, networks are being pushed closer to their operating limits. In particular, voltage rise has been identified as a key barrier ...
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(University College Dublin Geary Institute, 2012-08)In this paper, we explore the impact of investor time-horizon on an optimal downside hedged energy portfolio. Previous studies have shown that minimum-variance hedging effectiveness improves for longer horizons using variance ...
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(Wiley, 2011-04)We present a new method of reducing the error in predicted wind speed, thus enabling better management of wind energy facilities. A numerical weather prediction model, COSMO, was used to produce 48 h forecast data every ...
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(IEEE, 2011-04)Nonphysically firm wind generation connections (i.e., those to which curtailment can apply) may be necessary for significant wind integration to congested transmission networks. A study of factors influencing this associated ...
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(Springer, 2009-09)The last few years have seen a wide adoption of the IEEE 802.15.4 MAC/PHY standard for low-power communication between wireless sensor nodes. Within this work we study some fundamental drawbacks of the 802.15.4 specifications ...