Trading time seasonality in electricity futures
Year of publication: |
2023
|
---|---|
Authors: | Størdal, Ståle ; Ewald, Christian ; Lien, Gudbrand ; Haugom, Erik |
Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 31.2023, p. 1-12
|
Subject: | CAPM | Electricity futures | Nonparametric tests | Seasonality | Saisonale Schwankungen | Seasonal variations | Elektrizität | Electricity | Derivat | Derivative | Saisonkomponente | Seasonal component | Strompreis | Electricity price | Elektrizitätswirtschaft | Electric power industry | Rohstoffderivat | Commodity derivative | Nichtparametrisches Verfahren | Nonparametric statistics |
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