Expectations and Forward Risk Premium in the Spanish Power Market
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Cited by:
- van Koten, Silvester, 2021.
"The forward premium in electricity markets: An experimental study,"
Energy Economics, Elsevier, vol. 94(C).
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- Koten, Silvester Van, 2020. "Forward premia in electricity markets: A replication study," Energy Economics, Elsevier, vol. 89(C).
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"Efecto de Restricciones VaR sobre coberturas en mercados eléctricos,"
Revista de Economía del Rosario, Universidad del Rosario, vol. 19(2), pages 201-220, December.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2009-02-22 (Energy Economics)
- NEP-UPT-2009-02-22 (Utility Models & Prospect Theory)
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