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A first look at the empirical relation between spot and futures electricity prices in the United States
Shawky, Hany A.; Marathe, Achla; Barrett, Christopher L. - In: The journal of futures markets 23 (2003) 10, pp. 931-955
Persistent link: https://www.econbiz.de/10001789596
Cover Image
A first look at the empirical relation between spot and futures electricity prices in the United States
Shawky, Hany A.; Marathe, Achla; Barrett, Christopher L. - In: Journal of Futures Markets 23 (2003) 10, pp. 931-955
In this article we investigate the statistical properties of wholesale electricity spot and futures prices traded on the New York Mercantile Exchange for delivery at the California–Oregon Border. Using daily data for the years 1998 and 1999, we find that many of the characteristics of the...
Persistent link: https://www.econbiz.de/10011198105
Cover Image
A first look at the empirical relation between spot and futures electricity prices in the United States
Shawky, Hany A.; Marathe, Achla; Barrett, Christopher L. - In: The journal of futures markets 23 (2003) 10, pp. 931-956
Persistent link: https://www.econbiz.de/10006821172