Market efficiency and risk premia in short-term forward prices
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More about this item
KeywordsMarket efficiency; Unbiased forward rate hypothesis; Joint hypothesis problem; Forward prices; Electricity markets;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting
- L94 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Electric Utilities
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