RT Journal Article
SR Electronic
T1 The Bermuda Triangle
JF The Journal of Alternative Investments
FD Institutional Investor Journals
SP 61
OP 69
DO 10.3905/jai.2000.318922
VO 3
IS 1
A1 Hélyette Geman
YR 2000
UL https://pm-research.com/content/3/1/61.abstract
AB Deregulation of electricity markets, well under way in the United States, has created an environment of severe competition for the U.S. utilities and gas producers, and will probably put European utilities under the same pressure once the Directives on gas and electricity deregulation become effective over the continent. This article offers a brief review of the development of several forms of weather, electricity, and insurance derivatives as well as the theoretical and mathematical basis for futures and option models on particular forms of these derivatives.