dc.contributor.advisor | Roukanas, Spyridon | |
dc.contributor.advisor | Ρουκανάς, Σπυρίδων | |
dc.contributor.author | Sorotos, Alexandros Sotirios | |
dc.contributor.author | Σορώτος, Αλέξανδρος Σωτήριος | |
dc.date.accessioned | 2022-05-06T07:42:23Z | |
dc.date.available | 2022-05-06T07:42:23Z | |
dc.date.issued | 2022-01 | |
dc.identifier.uri | https://dione.lib.unipi.gr/xmlui/handle/unipi/14328 | |
dc.identifier.uri | http://dx.doi.org/10.26267/unipi_dione/1751 | |
dc.format.extent | 36 | el |
dc.language.iso | en | el |
dc.publisher | Πανεπιστήμιο Πειραιώς | el |
dc.rights | Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα | * |
dc.rights | Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/gr/ | * |
dc.title | Portfolio hedging in energy markets for risk mitigation | el |
dc.type | Master Thesis | el |
dc.contributor.department | Σχολή Οικονομικών, Επιχειρηματικών και Διεθνών Σπουδών. Τμήμα Διεθνών και Ευρωπαϊκών Σπουδών | el |
dc.description.abstractEN | The purpose of this paper is to present an integrated approach to hedging. It seeks to integrate the concept of hedging in such a manner that all key elements are taken into account. In most situations, hedging papers and techniques focus almost entirely on specifics (particular models, specialized instruments), leaving out the most crucial aspect: the overall picture. The paper's most important argument is that it highlights the flawed assumptions that existing techniques and tools have, which lead to relatively unrealistic outcomes, and secondly, it emphasizes long-term risk reduction. Most firms tend to protect themselves against short-term risks and volatility, but they are left vulnerable to severe occurrences that are unusual but have long-term devastating consequences and can even lead to the company's bankruptcy. | el |
dc.contributor.master | Energy: Strategy, Law & Economics | en |
dc.subject.keyword | Energy | el |
dc.subject.keyword | Hedging | el |
dc.subject.keyword | Fat tails | el |
dc.date.defense | 2022-04-01 | |