Market-specific news and its impact on forward premia on electricity markets
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DOI: 10.1016/j.eneco.2015.12.015
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Citations
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Cited by:
- Valitov, Niyaz & Maier, Andreas, 2020. "Asymmetric information in the German intraday electricity market," Energy Economics, Elsevier, vol. 89(C).
- Valitov, Niyaz, 2019. "Risk premia in the German day-ahead electricity market revisited: The impact of negative prices," Energy Economics, Elsevier, vol. 82(C), pages 70-77.
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More about this item
Keywords
Intra-day electricity market; Forward premia; Market-specific news; Supply shocks;All these keywords.
JEL classification:
- D4 - Microeconomics - - Market Structure, Pricing, and Design
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- L94 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Electric Utilities
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
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