Risk premium in electricity prices : evidence from the PJM market
Yuewen Xiao, David B. Colwell and Ramaprasad Bhar
| Year of publication: |
2015
|
|---|---|
| Authors: | Xiao, Yuewen ; Colwell, David B. ; Bhar, Ramaprasad |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 8, p. 776-793
|
| Subject: | time-varying jump intensity | Strompreis | Electricity price | Spotmarkt | Spot market | Rohstoffderivat | Commodity derivative | Risikoprämie | Risk premium | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011392653