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Optimal hedging of a PPA portfolio

todayOctober 18, 2022 46

PRESENTATION
• Forecasting and simulating PPA returns in practice
• Volume hedge, value hedge or optimal hedge?
• Stack-and-roll: how to design the strategy?
• Correlations between PPA returns across markets and assets
• Proxy hedging on the most liquid markets

SPEAKERS
Cyriel de Jong, Founder & CEO, KYOS

Written by: Phillip

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