Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium
| Year of publication: |
2008
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|---|---|
| Authors: | Benth, Fred Espen ; Cartea, Álvaro ; Kiesel, Rüdiger |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 10, p. 2006-2022
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