{"id":"https://openalex.org/W4321788711","doi":"https://doi.org/10.1007/s00291-023-00709-z","title":"Dynamic hedging for the real option management of hydropower production with exchange rate risks","display_name":"Dynamic hedging for the real option management of hydropower production with exchange rate risks","publication_year":2023,"publication_date":"2023-02-24","ids":{"openalex":"https://openalex.org/W4321788711","doi":"https://doi.org/10.1007/s00291-023-00709-z"},"language":"en","primary_location":{"id":"doi:10.1007/s00291-023-00709-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00291-023-00709-z","pdf_url":null,"source":{"id":"https://openalex.org/S2502551423","display_name":"OR Spectrum","issn_l":"0171-6468","issn":["0171-6468","1436-6304"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"OR Spectrum","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5042447042","display_name":"Joakim Dimoski","orcid":null},"institutions":[{"id":"https://openalex.org/I204778367","display_name":"Norwegian University of Science and Technology","ror":"https://ror.org/05xg72x27","country_code":"NO","type":"education","lineage":["https://openalex.org/I204778367"]}],"countries":["NO"],"is_corresponding":false,"raw_author_name":"Joakim Dimoski","raw_affiliation_strings":["Department of Industrial Economics and Technology Management, Norwegian University of Science and Technology, 7491, Trondheim, Norway"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Economics and Technology Management, Norwegian University of Science and Technology, 7491, Trondheim, Norway","institution_ids":["https://openalex.org/I204778367"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5038074638","display_name":"Stein\u2010Erik Fleten","orcid":"https://orcid.org/0000-0001-6462-0266"},"institutions":[{"id":"https://openalex.org/I204778367","display_name":"Norwegian University of Science and Technology","ror":"https://ror.org/05xg72x27","country_code":"NO","type":"education","lineage":["https://openalex.org/I204778367"]}],"countries":["NO"],"is_corresponding":false,"raw_author_name":"Stein-Erik Fleten","raw_affiliation_strings":["Department of Industrial Economics and Technology Management, Norwegian University of Science and Technology, 7491, Trondheim, Norway"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Economics and Technology Management, Norwegian University of Science and Technology, 7491, Trondheim, Norway","institution_ids":["https://openalex.org/I204778367"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5075429468","display_name":"Nils L\u00f6hndorf","orcid":null},"institutions":[{"id":"https://openalex.org/I186903577","display_name":"University of Luxembourg","ror":"https://ror.org/036x5ad56","country_code":"LU","type":"education","lineage":["https://openalex.org/I186903577"]}],"countries":["LU"],"is_corresponding":true,"raw_author_name":"Nils L\u00f6hndorf","raw_affiliation_strings":["Luxembourg Centre for Logistics and Supply Chain Management, University of Luxembourg, 1511, Esch-sur-Alzette, Luxembourg"],"affiliations":[{"raw_affiliation_string":"Luxembourg Centre for Logistics and Supply Chain Management, University of Luxembourg, 1511, Esch-sur-Alzette, Luxembourg","institution_ids":["https://openalex.org/I186903577"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5011333497","display_name":"Sveinung Nersten","orcid":null},"institutions":[{"id":"https://openalex.org/I204778367","display_name":"Norwegian University of Science and Technology","ror":"https://ror.org/05xg72x27","country_code":"NO","type":"education","lineage":["https://openalex.org/I204778367"]}],"countries":["NO"],"is_corresponding":false,"raw_author_name":"Sveinung Nersten","raw_affiliation_strings":["Department of Industrial Economics and Technology Management, Norwegian University of Science and Technology, 7491, Trondheim, Norway"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Economics and Technology Management, Norwegian University of Science and Technology, 7491, Trondheim, Norway","institution_ids":["https://openalex.org/I204778367"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5075429468"],"corresponding_institution_ids":["https://openalex.org/I186903577"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.5846,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.66137046,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":95},"biblio":{"volume":"45","issue":"2","first_page":"525","last_page":"554"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9968000054359436,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9968000054359436,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9940000176429749,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.989799976348877,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/futures-contract","display_name":"Futures contract","score":0.6736700534820557},{"id":"https://openalex.org/keywords/hedge","display_name":"Hedge","score":0.6653608679771423},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.5699328184127808},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5639519095420837},{"id":"https://openalex.org/keywords/forward-contract","display_name":"Forward contract","score":0.531037449836731},{"id":"https://openalex.org/keywords/profit","display_name":"Profit (economics)","score":0.5021507740020752},{"id":"https://openalex.org/keywords/risk-measure","display_name":"Risk measure","score":0.4739301800727844},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.44015270471572876},{"id":"https://openalex.org/keywords/currency","display_name":"Currency","score":0.4115528464317322},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3258827030658722},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.29724758863449097},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.26472610235214233},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.227757066488266},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.15620830655097961},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.14232847094535828},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.12683212757110596}],"concepts":[{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.6736700534820557},{"id":"https://openalex.org/C70771513","wikidata":"https://www.wikidata.org/wiki/Q235779","display_name":"Hedge","level":2,"score":0.6653608679771423},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.5699328184127808},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5639519095420837},{"id":"https://openalex.org/C38904191","wikidata":"https://www.wikidata.org/wiki/Q744762","display_name":"Forward contract","level":3,"score":0.531037449836731},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.5021507740020752},{"id":"https://openalex.org/C2781472820","wikidata":"https://www.wikidata.org/wiki/Q2154759","display_name":"Risk measure","level":3,"score":0.4739301800727844},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.44015270471572876},{"id":"https://openalex.org/C141121606","wikidata":"https://www.wikidata.org/wiki/Q8142","display_name":"Currency","level":2,"score":0.4115528464317322},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3258827030658722},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.29724758863449097},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.26472610235214233},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.227757066488266},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.15620830655097961},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.14232847094535828},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.12683212757110596},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s00291-023-00709-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00291-023-00709-z","pdf_url":null,"source":{"id":"https://openalex.org/S2502551423","display_name":"OR Spectrum","issn_l":"0171-6468","issn":["0171-6468","1436-6304"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"OR Spectrum","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:orspec:v:45:y:2023:i:2:d:10.1007_s00291-023-00709-z","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s00291-023-00709-z","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":37,"referenced_works":["https://openalex.org/W1886101499","https://openalex.org/W1965328823","https://openalex.org/W1987763361","https://openalex.org/W1996934332","https://openalex.org/W1997933673","https://openalex.org/W2001697694","https://openalex.org/W2002550881","https://openalex.org/W2014305291","https://openalex.org/W2019710194","https://openalex.org/W2020295374","https://openalex.org/W2025129446","https://openalex.org/W2036848770","https://openalex.org/W2038428061","https://openalex.org/W2056118145","https://openalex.org/W2066021720","https://openalex.org/W2086296367","https://openalex.org/W2107754205","https://openalex.org/W2111199624","https://openalex.org/W2114487363","https://openalex.org/W2141089220","https://openalex.org/W2147512653","https://openalex.org/W2151960692","https://openalex.org/W2167957210","https://openalex.org/W2170444200","https://openalex.org/W2260928401","https://openalex.org/W2287191446","https://openalex.org/W2351307490","https://openalex.org/W2551589854","https://openalex.org/W2887646116","https://openalex.org/W2962879290","https://openalex.org/W3031456873","https://openalex.org/W3122601975","https://openalex.org/W3122851459","https://openalex.org/W3123540269","https://openalex.org/W4298382505","https://openalex.org/W4385577713","https://openalex.org/W6600720435"],"related_works":["https://openalex.org/W620250300","https://openalex.org/W3122335379","https://openalex.org/W1539889627","https://openalex.org/W2077727044","https://openalex.org/W2350872919","https://openalex.org/W3161273276","https://openalex.org/W2350264400","https://openalex.org/W2913727918","https://openalex.org/W1607903531","https://openalex.org/W2089215424"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1}],"updated_date":"2026-03-27T05:58:40.876381","created_date":"2025-10-10T00:00:00"}
