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The forward premium in electricity futures
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The forward premium in electricity futures (2013)The forward premium in electricity futuresAre electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext (2009)Are electricity risk premia a…The price of power: The valuation of power and weather derivatives (2008)The price of power: The valua…Market price of risk implied by Asian-style electricity options and futures (2007)Market price of risk implied …Estimating the commodity market price of risk for energy prices (2007)Estimating the commodity mark…Risk Premia in Electricity Forward Prices (2006)Risk Premia in Electricity Fo…A first look at the empirical relation between spot and futures electricity prices in the United States (2003)A first look at the empirical…Regime Switches in Interest Rates (2002)Regime Switches in Interest R…Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets (2002)Equilibrium Pricing and Optim…Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange (2002)Electricity Prices and Power …Measuring Duopoly Power in the British Electricity Spot Market (1999)Measuring Duopoly Power in th…The overnight risk premium in electricity forward contracts (2015)The overnight risk premium in…The Problem of Social Cost (1960)Markets in licenses and efficient pollution control programs (1972)Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform (2015)Forecasting volatility of carbon under EU ETS: a multi-phase study (2016)Trader types and volatility of emission allowance prices. 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this work references cited by second hop

References

  • 2002Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange965 cited
  • 2002Regime Switches in Interest Rates854 cited
  • 1999Measuring Duopoly Power in the British Electricity Spot Market744 cited
  • 2002Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets726 cited
  • 2007Market price of risk implied by Asian-style electricity options and futures131 cited
  • 2008The price of power: The valuation of power and weather derivatives130 cited
  • 2003A first look at the empirical relation between spot and futures electricity prices in the United States104 cited
  • 2009Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext90 cited
  • 2007Estimating the commodity market price of risk for energy prices87 cited
  • 2006Risk Premia in Electricity Forward Prices59 cited

Cited by

  • 2015The overnight risk premium in electricity forward contracts18 cited

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