On the risk premium in Nordic electricity futures prices
Julio J. Lucia; Hipòlit Torró
| Year of publication: |
2011
|
|---|---|
| Authors: | Lucia, Julio J. ; Torró, Hipòlit |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 20.2011, 4, p. 750-763
|
| Subject: | Energy derivatives | Futures premium | Seasonal risk premia | Risikoprämie | Risk premium | Derivat | Derivative | Energiemarkt | Energy market | Rohstoffderivat | Commodity derivative | Nordeuropa | Northern Europe | Elektrizität | Electricity | Strompreis | Electricity price | Warenbörse | Commodity exchange | Energiehandel | Energy trade | Saisonale Schwankungen | Seasonal variations | CAPM | Energiepreis | Energy price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009303863