The Overnight Risk Premium in Electricity Forward Contracts
Year of publication: |
2015
|
---|---|
Authors: | Fleten, Stein-Erik |
Other Persons: | Hagen, Liv (contributor) ; Nygård, Maria (contributor) ; Smith-Sivertsen, Ragnhild (contributor) ; Sollie, Johan (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Rohstoffderivat | Commodity derivative | Elektrizität | Electricity | Spotmarkt | Spot market | Derivat | Derivative | Elektrizitätswirtschaft | Electric power industry |
Extent: | 1 Online-Ressource (17 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Energy Economics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 16, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2540468 [DOI] |
Classification: | C20 - Econometric Methods: Single Equation Models. General ; C52 - Model Evaluation and Testing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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