Using machine learning to profit on the risk premium of the Nordic electricity futures
Helder Sebastião, Pedro Godinho, Sjur Westgaard
| Year of publication: |
2020
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|---|---|
| Authors: | Sebastião, Helder Miguel Correia Virtuoso ; Godinho, Pedro Manuel Cortesão ; Westgaard, Sjur |
| Published in: |
Scientific Annals of Economics and Business. - Iaşi : Editura Universitǎtii Alexandru Ioan Cuza, ISSN 2501-1960, ZDB-ID 2892946-9. - Vol. 67.2020, Special Issue, p. 1-17
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| Subject: | Nord Pool | electricity futures | risk premium | machine learning | trading | Künstliche Intelligenz | Artificial intelligence | Risikoprämie | Risk premium | Nordeuropa | Northern Europe | Elektrizität | Electricity | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Strompreis | Electricity price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.47743/saeb-2020-0024 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012668142