Pricing forward contracts in power markets by the certainty equivalence principle : explaining the sign of the market risk premium
Year of publication: |
2008
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Authors: | Benth, Fred Espen ; Cartea, Álvaro ; Kiesel, Rüdiger |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 10, p. 2006-2021
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Subject: | Elektrizitätswirtschaft | Electric power industry | Energiemarkt | Energy market | Risikoprämie | Risk premium | Energiehandel | Energy trade | Spotmarkt | Spot market | Marktmacht | Market power | Theorie | Theory | Deutschland | Germany |
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