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Futures pricing in electricity markets based on stable CARMA spot models

Benth, Fred Espen; Klüppelberg, Claudia; Müller, Gernot; … - In: Energy economics 44 (2014), pp. 392-406

Persistent link: https://www.econbiz.de/10010457150

Hedging and vertical integration in electricity markets

Aïd, René; Chemla, Gilles; Porchet, Arnaud; Touzi, Nizar - In: Management science : journal of the Institute for … 57 (2011) 8, pp. 1438-1452

Persistent link: https://www.econbiz.de/10009297008

Electricity futures prices in an emissions constrained economy : evidence from European power markets

Daskalakis, George; Symeonidis, Lazaros; Markellos, … - In: The energy journal 36 (2015) 3, pp. 1-33

Persistent link: https://www.econbiz.de/10011403464

The forward premium in electricity futures

Bunn, Derek W.; Chen, Dipeng - In: Journal of empirical finance 23 (2013), pp. 173-186

Persistent link: https://www.econbiz.de/10010221755

Electricity Futures Prices : Time Varying Sensitivity to Fundamentals

Fleten, Stein-Erik - 2016

This paper provides insight in the time-varying relation between electricity futures prices and fundamentals in the form of prices of contracts for fossil fuels. As supply curves are not constant and different producers have different marginal costs of production, we argue that the relation...

Persistent link: https://www.econbiz.de/10013006138