Price formation in electricity forward markets and the relevance of systematic forecast errors
Year of publication: |
2009
|
---|---|
Authors: | Redl, Christian ; Haas, Reinhard ; Huber, Claus ; Böhm, Bernhard |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 31.2009, 3, p. 356-364
|
Subject: | Derivat | Derivative | Energiehandel | Energy trade | Strompreis | Electricity price |
-
Power prices : a regime-switching spot/forward price model with Kim filter estimation
Blöchlinger, Lea, (2008)
-
Transportrechte für Strom : kritischer Erfolgsfaktor für den EU Binnemarkt für Elektrizität
Beienburg, Michael, (2007)
-
Application of non-linear time series models to power risk management: a case study for Germany
Kosater, Peter, (2006)
- More ...
-
Price formation in electricity forward markets and the relevance of systematic forecast errors
Redl, Christian, (2009)
-
Price formation in electricity forward markets and the relevance of systematic forecast errors
Redl, Christian, (2009)
-
Price formation in electricity forward markets and the relevance of systematic forecast errors
Redl, Christian, (2009)
- More ...