Volatility in electricity derivative markets : the Samuelson effect revisited
Year of publication: |
September 2016
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Authors: | Jaeck, Edouard ; Lautier, Delphine |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 59.2016, p. 300-313
|
Subject: | Samuelson effect | Commodity futures | Energy derivative markets | Electricity | Volatility spillovers | Indirect storability | Volatilität | Volatility | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Elektrizität | Elektrizitätswirtschaft | Electric power industry | Spillover-Effekt | Spillover effect | Energiemarkt | Energy market |
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