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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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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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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
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Market efficiency and price discovery relationships between spot, futures and forward prices : the case of the Iberian Electricity Market (MIBEL)
Ballester, Jose María; Climent Diranzo, Francisco J.; … - In: Spanish journal of finance and accounting 45 (2016) 170, pp. 135-153
Persistent link: https://www.econbiz.de/10011669900