Identifying risk factors and their premia : a study on electricity prices
Wei Wei and Asger Lunde
| Year of publication: |
2023
|
|---|---|
| Authors: | Wei, Wei ; Lunde, Asgar |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 21.2023, 5, p. 1647-1679
|
| Subject: | risk factors | risk premia | futures | electricity markets | Risikoprämie | Risk premium | Strompreis | Electricity price | Risiko | Risk | Elektrizitätswirtschaft | Electric power industry | CAPM |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbac019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014444707