Analysis of the efficiency of the Iberian power futures market
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Cited by:
- Pietz, Matthäus, 2009. "Risk premia in electricity wholesale spot markets: empirical evidence from Germany," CEFS Working Paper Series 2009-11, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
- Capitán Herráiz, Álvaro & Rodríguez Monroy, Carlos, 2012. "Evaluation of the trading development in the Iberian Energy Derivatives Market," Energy Policy, Elsevier, vol. 51(C), pages 973-984.
- Sousa, Joana & Soares, Isabel, 2020. "Demand response, market design and risk: A literature review," Utilities Policy, Elsevier, vol. 66(C).
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Keywords
Iberian Power Futures Market Market efficiency Forward risk premium;Statistics
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