Are electricity risk premia affected by emission allowance prices? : evidence from the EEX, Nord Pool and Powernext
Year of publication: |
2009
|
---|---|
Authors: | Daskalakis, George ; Markellos, Raphaēl N. |
Published in: |
Energy policy. - Oxford : Elsevier, ISSN 0301-4215, ZDB-ID 186295-9. - Vol. 37.2009, 7, p. 2594-2604
|
Subject: | Risikoprämie | Risk premium | Emissionshandel | Emissions trading | Strompreis | Electricity price | EU-Staaten | EU countries | Nordeuropa | Northern Europe | Preis | Price |
-
Energy system impacts of the Norwegian-Swedish TGC market
Tveten, Åsa Grytli, (2016)
-
Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
Weron, Rafał, (2014)
-
Liquidity and risk premia in electricity futures
Bevin-McCrimmon, Fergus, (2018)
- More ...
-
Does the weather affect stock market volatility?
Symeonidis, Lazaros, (2010)
-
Modeling CO2 emission allowance prices and derivatives : evidence from the European trading scheme
Daskalakis, George, (2009)
-
Daskalakis, George, (2015)
- More ...