Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10003348162
Persistent link: https://www.econbiz.de/10003920388
Persistent link: https://www.econbiz.de/10003581081
Persistent link: https://www.econbiz.de/10003493075
Persistent link: https://www.econbiz.de/10003552815
Persistent link: https://www.econbiz.de/10003537677
Persistent link: https://www.econbiz.de/10003363555
Using a detailed data set of electricity forward prices in Central Europe, we compute the intra-day risk premium and market price of risk for the two electricity exchanges European Energy Exchange (EEX) and Energy Exchange Austria (EXAA). Given the significant volatility and jump risk of...
Persistent link: https://www.econbiz.de/10013158115
Purpose – Germany is the biggest real estate market in Europe. Although some established vehicles for indirect property …
Persistent link: https://www.econbiz.de/10014898200