Volatility in electricity derivative markets : the Samuelson effect revisited

Edouard Jaeck, Delphine Lautier

Year of publication:	September 2016
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 \| Rohstoffderivat \| Commodity derivative \| Derivat \| Derivative \| Energiemarkt \| Energy market \| Elektrizität \| Strompreis \| Electricity price \| Elektrizitätswirtschaft \| Electric power industry

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