Koushik Kar

Rensselaer Polytechnic Institute

Associate Professor

Troy, NY 12180

United States

SCHOLARLY PAPERS

2

DOWNLOADS

587

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Cross Hedging Strategies for Solar Energy Production using Weather Derivatives

Number of pages: 29 Posted: 15 Aug 2015 Last Revised: 27 Apr 2016
Rensselaer Polytechnic Institute (RPI), Rensselaer Polytechnic Institute (RPI), Rensselaer Polytechnic Institute and Rensselaer Polytechnic Institute (RPI)
Downloads 485 (69,758)

Abstract:

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Solar energy, risk management, natural hedge, cross hedge, weather derivatives, locational basis risk

2.

Design and Pricing of Derivative Contracts in a Spectrum Market

Number of pages: 36 Posted: 14 Aug 2013
Aparna Gupta, Koushik Kar and Praveen Muthuswamy
Rensselaer Polytechnic Institute (RPI), Rensselaer Polytechnic Institute and Rensselaer Polytechnic Institute (RPI)
Downloads 102 (308,694)

Abstract:

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Financial Innovation, Derivative Instruments, Derivative Pricing Models, Fractional Brownian Motion