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Pricing forward contracts in power markets by the certainty equivalence principle : explaining the sign of the market risk premium
Benth, Fred Espen
;
Cartea, Álvaro
;
Kiesel, Rüdiger
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2006-2021
Persistent link: https://www.econbiz.de/10003778569
Saved in:
2
Spot and derivative pricing in the EEX power market
Bierbrauer, Michael
;
Menn, Christian
;
Račev, Svetlozar T.
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3462-3485
Persistent link: https://www.econbiz.de/10003577501
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