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On forward price modeling in power markets

Benth, Fred Espen - In: Alternative investments and strategies : credit, …, (pp. 93-122). 2010

Persistent link: https://www.econbiz.de/10008655206

Liquidity and dirty hedging in the Nordic electricity market

Hintermann, Beat - In: Energy economics 34 (2012) 5, pp. 1341-1355

Persistent link: https://www.econbiz.de/10009688091

Dynamic delta option strategies in Nordic electricity markets

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

Persistent link: https://www.econbiz.de/10012001973

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

Persistent link: https://www.econbiz.de/10011943003

Hedging local volume risk using forward markets : Nordic case

Ernstsen, Rune Ramsdal; Boomsma, Trine Krogh; Tegnér, … - In: Energy economics 68 (2017), pp. 490-514

Persistent link: https://www.econbiz.de/10011906005

The forward premium in the Nord Pool power market

Haugom, Erik; Hoff, Guttorm A.; Molnár, Peter; … - In: Emerging markets finance & trade : a journal of the … 54 (2018) 7/8/9, pp. 1793-1807

Persistent link: https://www.econbiz.de/10012124542

The Forward Premium in the Nord Pool Power Market

Haugom, Erik - 2018

This paper investigates the forward premium of futures contracts in the Nordic power market for the time period from January 2004 to December 2013. We find that futures prices are biased predictors of the subsequent spot prices and that there is a significant forward premium in the Nord Pool...

Persistent link: https://www.econbiz.de/10012921982

Riding the Nordic German power-spread : the Einar Aas experiment

Ewald, Christian; Haugom, Erik; Lien, Gudbrand; Song, … - In: The energy journal 43 (2022) 5, pp. 51-69

Persistent link: https://www.econbiz.de/10013412795

The impacts of load-following forward contracts

Brown, David P.; Sappington, David Edward Michael - 2020

Persistent link: https://www.econbiz.de/10012312093

Load-following forward contracts

Brown, David P.; Sappington, David Edward Michael - In: The energy journal 44 (2023) 3, pp. 187-222

Persistent link: https://www.econbiz.de/10014280717