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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1994
Persistent link: https://www.econbiz.de/10000888572
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1992 - Rev
Persistent link: https://www.econbiz.de/10000855925
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A further examination of the relationship between forward and futures contracts
Ha, Tae-hyung - 1992
Persistent link: https://www.econbiz.de/10000876916
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Unit roots, exogeneity, and persistence : a critical overview
Caporale, Guglielmo Maria; Pittis, Nikitis - 1997
Persistent link: https://www.econbiz.de/10000619744
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Commodity spot prices : an explanatory assessment of market structure and forward-trading effects
Slade, Margaret Emily; Thille, Henry - In: Economica 73 (2006), pp. 229-256
Persistent link: https://www.econbiz.de/10003318095
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Convergence of European spot market prices for natural gas? : A real-time analysis of market integration using the Kalman filter
Neumann, Anne; Siliverstovs, Boriss; Hirschhausen, … - In: Applied economics letters 13 (2006) 11, pp. 727-732
Persistent link: https://www.econbiz.de/10003377819
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The dynamics of hourly electricity prices
Härdle, Wolfgang; Trück, Stefan - 2010
The dynamics of hourly electricity prices in day-ahead markets is an important element of competitive power markets that were only established in the last decade. In electricity markets, the market microstructure does not allow for continuous trading, since operators require advance notice in...
Persistent link: https://www.econbiz.de/10003952964
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Divergenz oder Konvergenz europäischer Großhandelsmärkte? : Preisentwicklung am Spotmarkt
Holler, Johannes (contributor);  … - 2006
Aus der Vielzahl der an den europäischen Strom-Großhandelsmärkten verfügbaren Preisen werden Day Ahead Base Börsenpreise ausgewählt, um den Zusammenhang zwischen den nationalen Großhandelsmärkten zu untersuchen. Die Resultate der Law of One Price Analyse machen deutlich, dass die...
Persistent link: https://www.econbiz.de/10003389290
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Time regularities in the Nordic power market : potentials for profitable investments and trading strategies?
Gjølberg, Ole - In: Energy, natural resources and environmental economics, (pp. 155-166). 2010
Persistent link: https://www.econbiz.de/10008651622