On the risk premium in Nordic electricity futures prices
Year of publication: |
2011
|
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Authors: | Lucia, Julio J. ; Torró, Hipòlit |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 20.2011, 4, p. 750-763
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Subject: | Energy derivatives | Futures premium | Seasonal risk premia | Risikoprämie | Risk premium | Derivat | Derivative | Nordeuropa | Northern Europe | Rohstoffderivat | Commodity derivative | Energiemarkt | Energy market | Elektrizität | Electricity | Strompreis | Electricity price | Warenbörse | Commodity exchange | Saisonale Schwankungen | Seasonal variations |
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