The relationship between day-ahead and future prices in electricity markets : an empirical analysis on Italy, France, Germany, and Switzerland
Year of publication: |
2022
|
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Authors: | Bonaldo, Cinzia ; Caporin, Massimiliano ; Fontini, Fulvio |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 110.2022, p. 1-10
|
Subject: | Electricity | Futures | Prices | Risk premium | Spot | Frankreich | France | Schweiz | Switzerland | Deutschland | Germany | Italien | Italy | Strompreis | Electricity price | Derivat | Derivative | Risikoprämie | Rohstoffderivat | Commodity derivative | Elektrizität | Spotmarkt | Spot market | Elektrizitätswirtschaft | Electric power industry |
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