Similar Search Results

Risk premia of electricity futures : a dynamic equilibrium model

Bühler, Wolfgang; Müller-Merbach, Jens - In: Risk management in commodity markets : from shipping to …, (pp. 61-80). 2008

Persistent link: https://www.econbiz.de/10003787691

Are electricity risk premia affected by emission allowance prices? : evidence from the EEX, Nord Pool and Powernext

Daskalakis, George; Markellos, Raphaēl N. - In: Energy policy 37 (2009) 7, pp. 2594-2604

Persistent link: https://www.econbiz.de/10003852458

Liquidity and asset prices : an empirical investigation of the nordic stock markets

Butt, Hilal Anwar; Virk, Nader Shahzad - In: European financial management : the journal of the … 21 (2015) 4, pp. 672-705

Persistent link: https://www.econbiz.de/10011408519

Scandinavian forward discount bias risk premia

Verschoor, Willem F. C.; Wolff, Christiaan Cornelis Petrus - In: Economics letters 73 (2001) 1, pp. 65-72

Persistent link: https://www.econbiz.de/10001613324

Exchange rate expectations, the forward exchange rate bias and risk premia in target zones

Nessén, Marianne - In: Open economies review 8 (1997) 2, pp. 99-136

Persistent link: https://www.econbiz.de/10001230398

Liquidity and Risk Premia in Electricity Futures

Bevin-McCrimmon, Fergus - 2016

Research on electricity futures markets has to date not explored the role that market liquidity may play in determining risk premia. Further, no detailed empirical examination of both liquidity and risk premia in the New Zealand electricity futures market are discernible. Using data from October...

Persistent link: https://www.econbiz.de/10012977446