Electricity price forecasting has become an area of increasing relevance in recent years. Despite the growing interest in predictive algorithms, the challenges are difficult to overcome given the restricted access to relevant data series and the lack of accurate metrics. Multiple models have...

We analyze the procurement problem in the electricity supply chain, focusing on the interaction between futures and spot prices. The supply chain network analyzed in our study includes risk-averse generators and retailers, both with the ability to use conditional value at risk (CV@R) in their...

We analyze the risk premium on electricity forward contracts traded for the Nordic and German/Austrian electricity markets. We argue that finding risk premiums by analyzing overnight returns is more relevant than the frequently used ex post approach. The derivatives in these markets can be...