Pricing Forward Contracts in Power Markets By the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium
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Elsevier BV
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1. Supply, Demand, and Risk Premiums in Electricity Markets;SSRN Electronic Journal;2017
2. Risk Premia of Electricity Futures: A Dynamic Equilibrium Model;Risk Management in Commodity Markets;2012-05-24
3. Expectations and forward risk premium in the Spanish deregulated power market;Energy Policy;2010-02
4. Emission Trading Scheme and the Price of Energy;SSRN Electronic Journal;2009
5. Spot Price Modeling and the Valuation of Electricity Forward Contracts: The Role of Demand and Capacity;SSRN Electronic Journal;2007
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