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Byström, H. N. E. - In: Applied economics 35 (2003) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10001726020

Liquidity and dirty hedging in the Nordic electricity market

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On the risk premium in Nordic electricity futures prices

Lucia, Julio J.; Torró, Hipòlit - In: International review of economics & finance : IREF 20 (2011) 4, pp. 750-763

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Bewertung von Termingeschäften auf Elektrizität

Müller-Merbach, Jens - 2009 - 1. Aufl.

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Pricing of electricity futures based on locational price differences : the case of Finland

Junttila, Juha; Myllymäki, Valtteri; Raatikainen, Juhani - In: Energy economics 71 (2018), pp. 222-237

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Trading forward in the Brazilian electricity market

Coutinho, Paulo C.; Oliveira, André L. - In: International Journal of Energy Economics and Policy : IJEEP 3 (2013) 3, pp. 272-287

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Determinants of power spreads in electricity futures markets : a multinational analysis

Spodniak, Petr; Bertsch, Valentin - 2017

three European electricity markets (Germany, UK, Nordic) over the time period 2009-2016. We find that market participants … (electricity, CO2, and coal/gas). Specifically, we show that the total vRES capacity installed during 2009-2016 is associated with …

Persistent link: https://www.econbiz.de/10011763015

Dynamic delta option strategies in Nordic electricity markets

Klemola, Antti - In: The journal of energy markets 11 (2018) 4, pp. 27-50

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Modelling Green PPAs in Power Markets - Pricing, Hedging and Risk Management of Green Power Purchase Agreements in Electricity Markets

Biegler-König, Richard; Pfingsten, Tobias; Fischbach, … - 2022

Green Power Purchase Agreements (Green PPAs) are contracts that trade electricity from renewable sources for a fixed …

Persistent link: https://www.econbiz.de/10014237220

A model for hedging load and price risk in the Texas electricity market

Coulon, Michael; Powell, Warren B.; Sircar, Kaushik Ronnie - In: Energy economics 40 (2013), pp. 976-988

Persistent link: https://www.econbiz.de/10010355997