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How can weather derivatives be used by the electricity and gas sector in Belgium, to protect against climate change ?

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Sandron, Thomas ULiège
Promotor(s) : Langlois, Patrice ULiège
Date of defense : 23-Aug-2023/6-Sep-2023 • Permalink : http://hdl.handle.net/2268.2/18949
Details
Title : How can weather derivatives be used by the electricity and gas sector in Belgium, to protect against climate change ?
Author : Sandron, Thomas ULiège
Date of defense  : 23-Aug-2023/6-Sep-2023
Advisor(s) : Langlois, Patrice ULiège
Committee's member(s) : Schoonbroodt, Oriane 
Language : English
Discipline(s) : Business & economic sciences > Finance
Institution(s) : Université de Liège, Liège, Belgique
Degree: Master de spécialisation en gestion des risques financiers
Faculty: Master thesis of the HEC-Ecole de gestion de l'Université de Liège

Abstract

[en] With the climate change that the world is currently experiencing, many different sectors
have been deeply impacted in their activities. Among these, the energy sector stands as no
exception to this rule, and its vulnerability is widely acknowledged by stakeholders. In this
context, the financial system can provide assistance, as evidenced by the emergence of
weather derivatives. Building upon the expertise of climate expert groups and utilizing
meteorological and energy-related data, this work aims to emphasize an options-based
strategy that could be adopted by the sector, particularly by gas and electricity retailers, to
mitigate revenue variations linked to temperature fluctuations.


File(s)

Document(s)

File
Access S215296_SANDRON_Thomas_TFE.pdf
Description:
Size: 1.49 MB
Format: Adobe PDF

Annexe(s)

File
Access Modelling_file.xlsx
Description:
Size: 4.79 MB
Format: Microsoft Excel XML

Author

  • Sandron, Thomas ULiège Université de Liège > Master spéc. gest. risques fin.

Promotor(s)

Committee's member(s)

  • Schoonbroodt, Oriane
  • Total number of views 14
  • Total number of downloads 2










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