The growing role of renewable energy sources is driving a fundamental shift in energy markets towards a more sustainable and greener system. However, this transition also introduces new types of risk, such as volume, grid, and climate-related risks. This project focuses on the pricing and hedging of renewable energy contracts that are influenced by these risk factors, with particular attention to computational methodologies. By combining advanced mathematical models with data-driven techniques, the research aims to develop robust strategies for effectively managing these emerging risks.
