Pricing forward contracts in power markets by the certainty equivalence principle : explaining the sign of the market risk premium

Fred Espen Benth; Álvaro Cartea; Rüdiger Kiesel

Year of publication:	Oct. 2006
Other Persons:	Benth, Fred Espen (contributor) ; Cartea, Álvaro (contributor) ; Kiesel, Rüdiger (contributor)
Publisher:	London : School of Economics, Mathematics an Statistics, Birkbeck College, Univ. of London
Subject:	Theorie \| Theory \| Risikoprämie \| Risk premium \| Elektrizitätswirtschaft \| Electric power industry \| Energiemarkt \| Energy market \| Marktmacht \| Market power \| Energiehandel \| Energy trade \| Deutschland \| Germany \| Spotmarkt \| Spot market

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