Wykorzystanie opcji quanto w zarządzaniu ryzykiem pogodowym w przedsiębiorstwach sektora energetycznego
Weather risk management by using quanto options in enterprises of the energy sector

Summary/Abstract: Enterprises of energy sector in addition to exposure to volume and price risk of energy, are exposed to risk associated with CO2 emissions. These variables are inextricably linked to the weather. Qunato options are one of the instruments that can be used by energy companies as part of a risk management strategy to reduce risk associated with adverse or unexpected weather conditions. The main goal of this article is to present non-catastrophic weather risks in enterprises of the energy sector and to show the possibility of using quanto options in the reduction of this kind of risk. Qunato options are new and elastic instruments in complete weather risk management. The use of quanto option gives the possibility of effective risk management and also helps to stabilize income, prices of services or products.

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