Determinants of the Forward Premium in the Nord Pool Electricity Market
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- Bonaldo, Cinzia & Caporin, Massimiliano & Fontini, Fulvio, 2022.
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- Cinzia Bonaldo & Massimiliano Caporin & Fulvio Fontini, 2021. "The relationship between day-ahead and futures prices in the electricity markets: an empirical analysis on Italy, France, Germany and Switzerland," "Marco Fanno" Working Papers 0272, Dipartimento di Scienze Economiche "Marco Fanno".
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Keywords
electricity; futures; forward premium; quantile regression;All these keywords.
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