Portfolio theory and electricity forward markets
Year of publication: |
2011
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Authors: | Michalovský, Michal ; Paholok, Igor |
Published in: |
European financial and accounting journal : EFAJ. - Praha : [Verlag nicht ermittelbar], ISSN 1805-4846, ZDB-ID 2819858-X. - Vol. 6.2011, 1, p. 76-103
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Subject: | Portfolio theory | B-L equilibrium model | Electricity forward markets | Theorie | Theory | Portfolio-Management | Portfolio selection | Derivat | Derivative | Elektrizität | Electricity | Elektrizitätswirtschaft | Electric power industry | Strompreis | Electricity price | CAPM |
Extent: | Illustrationen |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | hdl:10419/109862 [Handle] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; L11 - Production, Pricing, and Market Structure Size; Size Distribution of Firms ; Q41 - Demand and Supply |
Source: | ECONIS - Online Catalogue of the ZBW |
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