Risk premia in energy markets
Year of publication: |
2013-01-24
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Authors: | Veraart, Almut E. D. ; Veraart, Luitgard A. M. |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Lévy semistationary process | energy market | spot price | forward price | futures | risk premia | stochastic volatility | European Energy Exchange market |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 2 pages long |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C51 - Model Construction and Estimation ; G00 - Financial Economics. General ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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