Electricity derivatives : an application to the futures Italian market
Year of publication: |
2021
|
---|---|
Authors: | Casula, Laura ; Masala, Giovanni |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 61.2021, 2, p. 637-666
|
Subject: | Electricity markets | Futures | Risk premium | Convenience yield | Linear regression | Partial least squares regression | Derivat | Derivative | Risikoprämie | Elektrizitätswirtschaft | Electric power industry | Italien | Italy | Rohstoffderivat | Commodity derivative | Elektrizität | Electricity | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
-
Bonaldo, Cinzia, (2021)
-
Bonaldo, Cinzia, (2022)
-
The overnight risk premium in electricity forward contracts
Fleten, Stein-Erik, (2015)
- More ...
-
Casula, Laura, (2020)
-
Performance estimation of photovoltaic energy production
Casula, Laura, (2020)
-
Teacher Assessments versus Standardized Tests: Is Acting "Girly" an Advantage?
Di Liberto, Adriana, (2016)
- More ...