Expectations and Forward Risk Premium in the Spanish Power Market
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References listed on IDEAS
- Catarina Goulão & Luca Panaccione, 2007. "Pooling And Redistribution With Moral Hazard," Working Papers. Serie AD 2007-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Benth, Fred Espen & Cartea, Álvaro & Kiesel, Rüdiger, 2008.
"Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium,"
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- Fred Espen Benth & Alvaro Cartea & Ruediger Kiesel, 2006. "Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium," Birkbeck Working Papers in Economics and Finance 0611, Birkbeck, Department of Economics, Mathematics & Statistics.
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-02-22 (All new papers)
- NEP-ENE-2009-02-22 (Energy Economics)
- NEP-UPT-2009-02-22 (Utility Models & Prospect Theory)
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