The mechanism behind price formation in electricity futures markets is still under discussion. Theory suggests that … discussion through an empirical investigation of electricity futures for delivery in Germany traded at the European Energy … suggest that risk premia are directly related to factors linked to risk considerations. -- Electricity ; Electricity Market …

This paper contributes to the ongoing discussion on price formation in electricity markets. For this, we conduct an … analysis of the German electricity wholesale spot market which is located at the European Energy Exchange (EEX). Our dataset …. -- Electricity ; Intraday Market ; Day-Ahead Market ; Risk Premia ; Risk Premium …