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~isPartOf:"Birkbeck Working Papers in Economics and Finance"
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Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity
Cartea, Alvaro
;
Conde, Pablo Villaplana
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Birkbeck, Department of Economics, Mathematics & Statistics
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2007
,
England
and
Wales
, and Nord Pool markets. Our empirical findings indicate that volatility of demand is seasonal and that the …
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