The relationship between day-ahead and futures prices in the electricity markets : an empirical analysis on Italy, France, Germany and Switzerland
Year of publication: |
[2021]
|
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Authors: | Bonaldo, Cinzia ; Caporin, Massimiliano ; Fontini, Fulvio |
Publisher: |
[Padova] : Università degli studi di Padova, dSEA |
Subject: | electricity | prices | futures | spot | risk premium | Deutschland | Germany | Frankreich | France | Schweiz | Switzerland | Strompreis | Electricity price | Italien | Italy | Derivat | Derivative | Risikoprämie | Risk premium | Großbritannien | United Kingdom | Elektrizitätswirtschaft | Electric power industry | Spotmarkt | Spot market | Rohstoffderivat | Commodity derivative | Elektrizität | Electricity |
Extent: | 1 Online-Ressource (circa 15 Seiten) Illustrationen |
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Series: | Marco Fanno working papers. - [Padova] : [Università degli studi di Padova, Dipartimento di scienze economiche "Marco Fanno"], ZDB-ID 3010495-6. - Vol. 272 (March 2021) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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