Market efficiency and price discovery relationships between spot, futures and forward prices : the case of the Iberian Electricity Market (MIBEL)
Jose María Ballester, Francisco Climent and Dolores Furió
| Alternative title: | Eficiencia y price discovery entre los precios de contado, futuro y forwards : el caso del mercado Iberico de la electricidad (MIBEL) |
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| Year of publication: |
June 2016
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| Authors: | Ballester, Jose María ; Climent Diranzo, Francisco J. ; Furió, Dolores |
| Published in: |
Spanish journal of finance and accounting. - Abingdon, Oxon : Taylor & Francis, ISSN 0210-2412, ZDB-ID 184451-9. - Vol. 45.2016, 170, p. 135-153
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| Subject: | Electricity prices | futures prices | efficiency | Strompreis | Electricity price | Effizienzmarkthypothese | Efficient market hypothesis | Derivat | Derivative | Spotmarkt | Spot market | Elektrizitätswirtschaft | Electric power industry | Börsenkurs | Share price | Warenbörse | Commodity exchange | Energiemarkt | Energy market | Rohstoffderivat | Commodity derivative | Spanien | Spain | Volatilität | Volatility |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in spanischer Sprache |
| Other identifiers: | 10.1080/02102412.2016.1144441 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011669900