Pan-European Management of Electricity Portfolios: Risks and Opportunities of Contract Bundling

Markus Gampert () and Reinhard Madlener
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Markus Gampert: Institute for Combustion Technology (ITV), RWTH Aachen University, Postal: Templergraben 64, 52056 Aachen, Germany

No 9/2010, FCN Working Papers from E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN)

Abstract: Today’s European utilities not only focus on electricity supply, but also offer exchange-traded “structured products” or portfolio management for unbundling financial and physical risk positions. Many utilities are only able to provide these services inside of their home markets, but in the globalized economy, the need for a centrally organized pan-European portfolio management has arisen. In this paper, we analyze the problems to be overcome for establishing a European-wide bundling of electricity contracts. For this purpose, a case study based on the business perspective of RWE Supply & Trading in Central and Eastern Europe is carried out.

Keywords: Portfolio management; Risk management; Electricity market liberalization (search for similar items in EconPapers)
JEL-codes: L53 L94 (search for similar items in EconPapers)
Pages: 27 pages
Date: 2010-08
New Economics Papers: this item is included in nep-ene and nep-eur
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

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Related works:
Journal Article: Pan-European management of electricity portfolios: Risks and opportunities of contract bundling (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:ris:fcnwpa:2010_009

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