Risk Premia in Electricity Forward Prices
Year of publication: |
2007
|
---|---|
Authors: | Diko, Pavel ; Lawford, Steve ; Limpens, Valerie |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 10.2007, 3, p. 1358-1358
|
Publisher: |
Berkeley Electronic Press |
Subject: | electricity markets | forward risk premium | principal components analysis | state-space (Kalman filter) estimation | unobserved factor models |
-
Risk Premia in Electricity Forward Prices
Diko, Pavel, (2006)
-
Practical stochastic modelling of electricity prices
Culot, Michel, (2013)
-
Kilic, Mehtap, (2010)
- More ...
-
Risk Premia in Electricity Forward Prices
Diko, Pavel, (2006)
-
Risk premia in electricity forward prices
Diko, Pavel, (2006)
-
Risk Premia in Electricity Forward Prices
Diko, Pavel, (2006)
- More ...