Forward risk premia in long-term transmission rights: The case of electricity price area differentials (EPAD) in the Nordic electricity market
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- Junttila, Juha & Myllymäki, Valtteri & Raatikainen, Juhani, 2018. "Pricing of electricity futures based on locational price differences: The case of Finland," Energy Economics, Elsevier, vol. 71(C), pages 222-237.
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KeywordsForward risk premia; Time-to-maturity; Hedging;
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