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The Spanish electricity intraday market : prices and liquidity risk
Furió, Dolores; Lucia, Julio J.; Meneu Ferrer, Vicente - In: European economic and political developments, (pp. 85-102). 2011
Persistent link: https://www.econbiz.de/10009309493
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On measuring speculative and hedging activities in futures markets from volume and open interest data
Lucia, Julio J.; Alañón Pardo, Ángel - In: Applied economics 42 (2010) 10/12, pp. 1549-1557
Persistent link: https://www.econbiz.de/10008658396
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On the risk premium in Nordic electricity futures prices
Lucia, Julio J.; Torró, Hipòlit - In: International review of economics & finance : IREF 20 (2011) 4, pp. 750-763
Persistent link: https://www.econbiz.de/10009303863
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How financial theory applies to catastrophe-linked derivatives : an empirical test of several pricing models
Balbás de la Corte, Alejandro; Rodríguez Longarela, Iñaki - In: The journal of risk and insurance : the journal of the … 66 (1999) 4, pp. 551-582
Persistent link: https://www.econbiz.de/10001485802
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Electricity prices and power derivatives : evidence from the Nordic power exchange
Lucia, Julio J.; Schwartz, Eduardo S. - In: Review of derivatives research 5 (2002) 1, pp. 5-50
Persistent link: https://www.econbiz.de/10001652018
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A new perspective on the relationship between trading variables and volatility in futures markets
Carchano, Oscar; Lucia, Julio J.; Alañón Pardo, Ángel - In: International journal of economics and financial issues … 7 (2017) 2, pp. 397-407
Persistent link: https://www.econbiz.de/10011789284
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Expectations and forward risk premium in the Spanish power market
Furió, Dolores; Meneu Ferrer, Vicente - 2009
Persistent link: https://www.econbiz.de/10003871737
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Expectations and forward risk premium in the Spanish deregulated power market
Furió, Dolores; Meneu Ferrer, Vicente - In: Energy policy 38 (2010) 2, pp. 784-793
Persistent link: https://www.econbiz.de/10003938460
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Market efficiency and lead-lag relationships between spot, futures and forward prices : the case of the Iberian Electricity Market (MIBEL)
Ballester, José María; Climent Diranzo, Francisco J.; … - 2012
Persistent link: https://www.econbiz.de/10009785751
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Optimal hedging under biased energy futures markets
Furió, Dolores; Torró, Hipòlit - In: Energy economics 88 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012516242