Risk premia in electricity forward prices
Year of publication: |
2006
|
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Other Persons: | Diko, Pavel (contributor) ; Lawford, Steve (contributor) ; Limpens, Valerie (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 10.2006, 3, p. 1-22
|
Subject: | Risikoprämie | Risk premium | Strompreis | Electricity price | Elektrizität | Electricity | Volatilität | Volatility | Spotmarkt | Spot market | Rohstoffderivat | Commodity derivative |
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