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: |
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
|
| Subject: | Elektrizitätswirtschaft | Electric power industry | Energiemarkt | Energy market | Risikoprämie | Risk premium | Energiehandel | Energy trade | Spotmarkt | Spot market | Marktmacht | Market power | Theorie | Theory | Deutschland | Germany |
| 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/10003778569