A first look at the empirical relation between spot and futures electricity prices in the United States
Year of publication: |
2003
|
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Authors: | Shawky, Hany A. ; Marathe, Achla ; Barrett, Christopher L. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2003, 10, p. 931-955
|
Subject: | Strompreis | Electricity price | Derivat | Derivative | ARCH-Modell | ARCH model | USA | United States |
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