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Carbon pricing and electricity markets : the case of the Australian Clean Energy Bill

Maryniak, Paweł; Trück, Stefan; Weron, Rafał - In: Energy economics 79 (2019), pp. 45-58

Persistent link: https://www.econbiz.de/10012172256

Carbon Pricing, Forward Risk Premiums and Pass-Through Rates in Australian Electricity Futures Markets

Maryniak, Paweł - 2017

We investigate the impacts of the carbon tax (effective July 2012 to July 2014) on wholesale electricity prices in the Australian National Electricity Market (NEM). Analyzing spot and futures contracts in four major regional markets, we first compute ex-ante forward risk premiums in the pre-tax...

Persistent link: https://www.econbiz.de/10012966812

The relationship between day-ahead and future prices in electricity markets : an empirical analysis on Italy, France, Germany, and Switzerland

Bonaldo, Cinzia; Caporin, Massimiliano; Fontini, Fulvio - In: Energy economics 110 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013349919

The market price of risk for delivery periods : pricing swaps and options in electricity markets

Kemper, Annika; Schmeck, Maren Diane; Kh.Balci, Anna - In: Energy economics 113 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013540564

Higher moments in the fundamental specification of electricity forward prices

Gianfreda, Angelica; Scandolo, Giacomo; Bunn, Derek W. - In: Quantitative finance 22 (2022) 11, pp. 2063-2078

Persistent link: https://www.econbiz.de/10013490922

Identifying risk factors and their premia : a study on electricity prices

Wei, Wei; Lunde, Asgar - In: Journal of financial econometrics 21 (2023) 5, pp. 1647-1679

Persistent link: https://www.econbiz.de/10014444707

Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach

Calvo-Garrido, M. C.; Ehrhardt, Matthias; Vázquez, Carlos - In: The journal of computational finance 20 (2016/2017) 3, pp. 81-107

Persistent link: https://www.econbiz.de/10011689686

Market efficiency and risk premium in the Turkish wholesale electricity market

Yilmaz, Mustafa Kemal; Kucukcolak, Necla I.; … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 5, pp. 76-88

Persistent link: https://www.econbiz.de/10011951748

Residential electricity pricing in Texas's competitive retail market

Brown, David P.; Tsai, Chen-Hao; Woo, Chi-keung; … - 2020

Persistent link: https://www.econbiz.de/10012207053

Locational price spreads and the pricing of contracts for difference : evidence from the Nordic market

Marckhoff, Jan; Wimschulte, Jens - In: Energy economics 31 (2009) 2, pp. 257-268

Persistent link: https://www.econbiz.de/10003832246

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