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Common and unique factors influencing daily swap returns in the Nordic electricity market, 1997 - 2005

Frestad, Dennis - In: Energy economics 30 (2008) 3, pp. 1081-1097

Persistent link: https://www.econbiz.de/10003744838

Why most firms choose linear hedging strategies

Frestad, Dennis - In: The journal of financial research 32 (2009) 2, pp. 157-167

Persistent link: https://www.econbiz.de/10003880120

Correlations among forward returns in the Nordic electricity market

Frestad, Dennis - In: International journal of theoretical and applied finance 12 (2009) 5, pp. 589-603

Persistent link: https://www.econbiz.de/10003899483

Corporate hedging under a resource rent tax regime

Frestad, Dennis - In: Energy economics 32 (2010) 2, pp. 458-468

Persistent link: https://www.econbiz.de/10003954652

Convex costs and the hedging paradox

Frestad, Dennis - In: The journal of corporate finance : contracting, … 16 (2010) 2, pp. 236-242

Persistent link: https://www.econbiz.de/10003960582

Managing earnings risk under SFAS 133/IAS 39 : the case of cash flow hedges

Frestad, Dennis - In: Review of quantitative finance and accounting 51 (2018) 1, pp. 159-197

Persistent link: https://www.econbiz.de/10012037039

Modeling term structure dynamics in the Nordic electricity swap market

Frestad, Dennis; Benth, Fred Espen; Koekebakker, Steen - In: The energy journal 31 (2010) 2, pp. 53-86

Persistent link: https://www.econbiz.de/10008732275

How fair-value accounting can influence firm hedging

Beisland, Leif Atle; Frestad, Dennis - In: Review of derivatives research 16 (2013) 2, pp. 193-217

Persistent link: https://www.econbiz.de/10009774393

Hedge effectiveness testing as a screening mechanism for hedge accounting : does it work?

Frestad, Dennis; Beisland, Leif Atle - In: Journal of accounting, auditing & finance 30 (2015) 1, pp. 35-56

Persistent link: https://www.econbiz.de/10010476161

Correlations among Forward Returns in the Nordic Electricity Market

Frestad, Dennis - 2009

I analyze empirical correlations of electricity forward returns from the perspective of a random field model that specifies the correlations in terms of the temporal separation between forward maturities. It turns out that temporal separation cannot fully account for the empirical forward return...

Persistent link: https://www.econbiz.de/10013153493