An empirical study of the information premium on electricity markets
Year of publication: |
2013
|
---|---|
Authors: | Benth, Fred Espen ; Biegler-König, Richard ; Kiesel, Rüdiger |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 36.2013, C, p. 55-77
|
Publisher: |
Elsevier |
Subject: | Electricity markets | Risk premium | Information premium | Spot–forward relationship | Enlargement of filtrations | Gaussian and non-Gaussian Ornstein–Uhlenbeck processes | Hilbert space representation |
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