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Derivative Financial Instruments (Tables)
 6 Months Ended
Jun. 30, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Fair Value Derivatives
The fair values of the derivatives related to interest rate swap agreements applied to two of our PPA companies designated as cash flow hedges as of June 30, 2019 and December 31, 2018 on our consolidated balance sheets were as follows (in thousands):
 
 
June 30,
 
December 31,
 
 
2019
 
2018
 
 
 
 
 
Assets
 
 
 
 
Prepaid expenses and other current assets
 
$
—

 
$
42

Other long-term assets
 
12

 
40

 
 
$
12

 
$
82

 
 
 
 
 
Liabilities
 
 
 
 
Accrued other current liabilities
 
$
706

 
$
4

Derivative liabilities
 
8,453

 
3,626

 
 
$
9,159

 
$
3,630
Schedule of Net Investment Hedges in Accumulated Other Comprehensive Income (Loss)
The changes in fair value of the derivative contracts designated as cash flow hedges and the amounts recognized in accumulated other comprehensive income (loss) and in earnings for the three and six months ended June 30, 2019 and 2018 were as follows (in thousands):
 
Three Months Ended
 
Six Months Ended
 
June 30, 2019
 
June 30, 2018
 
June 30, 2019
 
June 30, 2018
Beginning balance
$
5,692

 
$
2,909

 
$
3,548

 
$
5,853

Loss (gain) recognized in other comprehensive income (loss)
3,460

 
(982
)
 
5,590

 
(3,622
)
Amounts reclassified from other comprehensive income (loss) to earnings
42

 
(85
)
 
103

 
(297
)
Net loss (gain) recognized in other comprehensive income (loss)
3,502

 
(1,067
)
 
5,693

 
(3,919
)
Gain reclassified from other comprehensive income (loss) to earnings
(48
)
 
(71
)
 
(95
)
 
(163
)
Ending balance
$
9,146

 
$
1,771

 
$
9,146

 
$
1,771