Forecasting Weekly Electricity Prices at Nord Pool
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hipòlit Torró & Julio Lucia, 2008. "Short-term electricity futures prices: Evidence on the time-varying risk premium," Working Papers. Serie EC 2008-08, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
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More about this item
KeywordsElectricity Markets; Power Derivatives and Forecasting Electricity Prices;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- L94 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Electric Utilities
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-10-20 (All new papers)
- NEP-ENE-2007-10-20 (Energy Economics)
- NEP-FOR-2007-10-20 (Forecasting)
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