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Electricity Futures Prices: Time Varying Sensitivity to Fundamentals · Study

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PreprintElectricity Futures Prices: Time Varying Sensitivity to Fundamentals

Stein‐Erik Fleten2014

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Preprintgreen2014

Electricity Futures Prices: Time Varying Sensitivity to Fundamentals

Stein‐Erik Fleten · Ronald Huisman · Mehtap Kiliç · Enrico Pennings · Sjur Westgaard

69 citations·0/0 files stored·SSRN Electronic Journal

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Market Dynamics and Volatility Renewable energy and sustainable power systems Energy Load and Power Forecasting

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References

1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging 2002Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange 1939Speculation and Economic Stability 1976Speculation and Economic Stability 2002Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets 1958Futures Trading and the Storage of Cotton and Wheat 1976The Supply of Storage 2000Equilibrium Forward Curves for Commodities

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2015Market Structure, the Functional Form of Demand and the Sensitivity of the Vertical Reaction Function

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Details

Year2014

Typepreprint

Published2014-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations69

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.2139/ssrn.2471018

openalex_workW2260615312

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