Electricity forward prices : a high-frequency empirical analysis
Year of publication: |
2004
|
---|---|
Authors: | Longstaff, Francis A. ; Wang, Ashley W. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 59.2004, 4, p. 1877-1900
|
Subject: | Pennsylvania | New Jersey | Maryland | Strompreis | Electricity price | Derivat | Derivative | Risikoprämie | Risk premium | 2000-2002 |
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