Add to ORKGRevisiting the relationship between spot and futures prices in the Nord Pool electricity market / Rafał Weron & Michał Zator. Institute of Organization and Management, Wrocław, Poland, 2013, 26 p. (HSC/13/08) http://d.repec.org/n?u=RePEc:wuu:wpaper:hsc1308 Authors's abstract : This work discusses potential pitfalls of applying linear regression models for explaining the relationship between spot and futures prices in electricity markets. In particular, the bias coming from the simultaneity pr..
This paper examines the importance of the regular patterns in the behavior of electricity prices, an...
The worldwide electricity industry is in an era where an overwhelming transition towards deregulatio...
Nord Pool is the leading power market in Europe. It has been documented that the forward contracts t...
Revisiting the relationship between spot and futures prices in the Nord Pool electricity market / Ra...
This thesis focuses on the Nordic electricity market, mainly the ability of futures contracts to for...
Master's thesis in Industrial EconomicsThe Nordic Energy Market is introduced and its characterizati...
Since the liberalisation of the European electricity sector, forward and futures contracts have gain...
This paper presents an empirical analysis of the relationship between spot and futures prices in reg...
This Master’s thesis studies spot- and futures pricing in the Nordic electricity markets. Electricit...
The aim of this paper is to study the pricing of futures contracts relative to expected future spot...
In this paper we address the issue of modeling spot electricity prices. After analyzing factors lead...
This paper analyzes the distributions of daily logreturns of \u85nancial contracts traded at the Nor...
A common feature of energy prices is that spot price changes are partially predictable due to weathe...
Purpose: This paper is intended to thoroughly investigate futures premiums in Australian electricity...
This paper addresses the importance of electricity price forecasting in the deregulated electricity ...
This paper examines the importance of the regular patterns in the behavior of electricity prices, an...
The worldwide electricity industry is in an era where an overwhelming transition towards deregulatio...
Nord Pool is the leading power market in Europe. It has been documented that the forward contracts t...
Revisiting the relationship between spot and futures prices in the Nord Pool electricity market / Ra...
This thesis focuses on the Nordic electricity market, mainly the ability of futures contracts to for...
Master's thesis in Industrial EconomicsThe Nordic Energy Market is introduced and its characterizati...
Since the liberalisation of the European electricity sector, forward and futures contracts have gain...
This paper presents an empirical analysis of the relationship between spot and futures prices in reg...
This Master’s thesis studies spot- and futures pricing in the Nordic electricity markets. Electricit...
The aim of this paper is to study the pricing of futures contracts relative to expected future spot...
In this paper we address the issue of modeling spot electricity prices. After analyzing factors lead...
This paper analyzes the distributions of daily logreturns of \u85nancial contracts traded at the Nor...
A common feature of energy prices is that spot price changes are partially predictable due to weathe...
Purpose: This paper is intended to thoroughly investigate futures premiums in Australian electricity...
This paper addresses the importance of electricity price forecasting in the deregulated electricity ...
This paper examines the importance of the regular patterns in the behavior of electricity prices, an...
The worldwide electricity industry is in an era where an overwhelming transition towards deregulatio...
Nord Pool is the leading power market in Europe. It has been documented that the forward contracts t...