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California electricity futures: the NYMEX experience

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  • Moulton, Jonathan S.
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    Bibliographic Info

    Article provided by Elsevier in its journal Energy Economics.

    Volume (Year): 27 (2005)
    Issue (Month): 1 (January)
    Pages: 181-194

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    Handle: RePEc:eee:eneeco:v:27:y:2005:i:1:p:181-194

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    Web page: http://www.elsevier.com/locate/eneco

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    Cited by:
    1. Marckhoff, Jan & Wimschulte, Jens, 2009. "Locational price spreads and the pricing of contracts for difference: Evidence from the Nordic market," Energy Economics, Elsevier, Elsevier, vol. 31(2), pages 257-268, March.
    2. Anderson, Edward J. & Hu, Xinin & Winchester, Donald, 2007. "Forward contracts in electricity markets: The Australian experience," Energy Policy, Elsevier, vol. 35(5), pages 3089-3103, May.
    3. Mara Madaleno & Carlos Pinho, 2010. "Hedging Performance and Multiscale Relationships in the German Electricity Spot and Futures Markets," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 3(1), pages 26-62, December.
    4. Torro, Hipolit, 2009. "Assessing the influence of spot price predictability on electricity futures hedging," MPRA Paper 18892, University Library of Munich, Germany.
    5. Uritskaya, Olga Y. & Serletis, Apostolos, 2008. "Quantifying multiscale inefficiency in electricity markets," Energy Economics, Elsevier, Elsevier, vol. 30(6), pages 3109-3117, November.
    6. Hipòlit Torró, 2007. "Forecasting Weekly Electricity Prices at Nord Pool," Working Papers 2007.88, Fondazione Eni Enrico Mattei.
    7. Lester Hadsell, 2006. "A TARCH examination of the return volatility-volume relationship in electricity futures," Applied Financial Economics, Taylor & Francis Journals, vol. 16(12), pages 893-901.

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