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~person:"Carstensen, Kai"
~person:"Pietz, Matthäus"
~subject:"Deutschland"
~type_genre:"Non-commercial literature"
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Carstensen, Kai
Pietz, Matthäus
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CEFS working paper series / Center for Entrepreneurial and Financial Studies (CEFS), TUM Business School, Technische Universität München
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Risk premia in the German electricity futures market
Pietz, Matthäus
-
2009
; Forward Market ; Futures Market ; Risk Premia ;
Risk
Premium
; Realised Risk Premia ; Ex post Risk Premia …
Persistent link: https://www.econbiz.de/10003858199
Saved in:
2
Risk premia in electricity wholesale spot markets : empirical evidence from Germany
Pietz, Matthäus
-
2009
. -- Electricity ; Intraday Market ; Day-Ahead Market ; Risk Premia ;
Risk
Premium
…
Persistent link: https://www.econbiz.de/10003919564
Saved in:
3
Interpreting cointegration in a model of the term structure with nonstationary term premia
Carstensen, Kai
-
2001
Persistent link: https://www.econbiz.de/10001644193
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