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Forward contracts in electricity markets: the Australian experience

Anderson, Edward J.; Hu, Xinin; Winchester, Donald - In: Energy policy 35 (2007) 5, pp. 3089-3103

Persistent link: https://www.econbiz.de/10003481187

Energy derivatives

Pirrong, Craig - In: Financial derivatives : pricing and risk management, (pp. 125-133). 2010

Persistent link: https://www.econbiz.de/10003920381

On the risk premium in Nordic electricity futures prices

Lucia, Julio J.; Torró, Hipòlit - In: International review of economics & finance : IREF 20 (2011) 4, pp. 750-763

Persistent link: https://www.econbiz.de/10009303863

A model for hedging load and price risk in the Texas electricity market

Coulon, Michael; Powell, Warren B.; Sircar, Kaushik Ronnie - In: Energy economics 40 (2013), pp. 976-988

Persistent link: https://www.econbiz.de/10010355997

Short-term hedging for an electricity retailer

Dupuis, Debbie J.; Gauthier, Geneviève; Godin, Frédéric - In: The energy journal 37 (2016) 2, pp. 31-59

Persistent link: https://www.econbiz.de/10011458291

European electricity and interrelated futures markets : a cointegrated vector autoregressive analysis

Fritz, Andreas - 2012

This study investigates the price formation of electricity futures at the European Energy Exchange (EEX) and aims at … correction model suggest that price formation in the futures markets for electricity can be explained to some extent … fundamentally. Electricity futures price dynamics show dependency on marginal generation costs. A stable long-term equilibrium …

Persistent link: https://www.econbiz.de/10010433655