Introducing stylized facts on electricity futures through a market impact model
Year of publication: |
2020
|
---|---|
Authors: | Krause, Jakob |
Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3607, ZDB-ID 2428804-4. - Vol. 13.2020, 1, p. 31-46
|
Subject: | stylized facts | nonstorability | market impact | market inefficiency | backwardation | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis |
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