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~subject:"Derivat"
~subject:"EU countries"
~subject:"Electricity price"
~subject:"Electricity"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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1
Trading time seasonality in electricity futures
Størdal, Ståle
;
Ewald, Christian
;
Lien, Gudbrand
; …
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014477808
Saved in:
2
Supply, demand, and risk premiums in electricity markets
Jacobs, Kris
;
Li, Yu
;
Pirrong, Craig
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013401940
Saved in:
3
Optimal bidding in hourly and quarter-hourly electricity price auctions : trading large volumes of power with market impact and transaction costs
Narajewski, Michał
;
Ziel, Florian
- In:
Energy economics
110
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013349916
Saved in:
4
A multi-factor approach to modelling the impact of wind energy on electricity spot prices
Rowińska, Paulina A.
;
Veraart, Almut E. D.
;
Gruet, Pierre
- In:
Energy economics
104
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013364270
Saved in:
5
Wholesale electricity spot market design : find a way or make it
Chattopadhyay, Debabrata
;
Klein, Michael
- In:
The electricity journal
34
(
2021
)
9
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013415363
Saved in:
6
Elecxit : the cost of bilaterally uncoupling British-EU electricity trade
Geske, Joachim
;
Green, Richard
;
Staffell, Iain
- In:
Energy economics
85
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012509737
Saved in:
7
Using machine learning to profit on the risk premium of the Nordic electricity futures
Sebastião, Helder Miguel Correia Virtuoso
;
Godinho, …
- In:
Scientific Annals of Economics and Business
67
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012668142
Saved in:
8
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
9
Pricing of electricity futures based on locational price differences : the case of Finland
Junttila, Juha
;
Myllymäki, Valtteri
;
Raatikainen, Juhani
- In:
Energy economics
71
(
2018
),
pp. 222-237
Persistent link: https://www.econbiz.de/10011943003
Saved in:
10
Portfolio optimisation of power futures market : evidence from France and Germany
Fianu, Emmanuel Senyo
- In:
International journal of public policy
14
(
2018
)
1/2
,
pp. 120-144
Persistent link: https://www.econbiz.de/10011864372
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