-discriminatory access to data and a coherent and consistent view of the European wholesale electricity market, it does not seem advisable to … go quite so far with respect to immediacy and detail as intended by the new regulations. -- electricity ; market …The European Commission is introducing new regulations on submission and publication of data in electricity markets …

We test the performance of popular option strategies in the Nordic power derivative market using 12 years of data. We … payoff function of the protective put seems a good fit to the market dynamics in both good and bad times. Detailed analysis …

Upstream producers that possess market power, sell forwards with a lengthy duration to regional electricity companies … (REC). As part of the liberalization of the electricity market, RECs have been privatized and exposed to a possible … welfare maximizing market instrument. …

In this paper, we derive optimal hedging strategies for options in electricity futures markets. Optimality is measured … principle. Our explicit results are particularly useful for electricity retailers, who have sold an option to a client, and now … want to hedge the payoff of this option by investing into an electricity futures and into the issued option itself. Another …