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The price of power: The valuation of power and weather derivatives

  • Published:2008-12 Issue:12 Volume:32 Page:2520-2529
  • ISSN:0378-4266
  • Container-title:Journal of Banking & Finance
  • language:en
  • Short-container-title:Journal of Banking & Finance

Author:

Pirrong Craig,Jermakyan Martin

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference24 articles.

1. Auctions of divisible goods: On the rationale of the treasury experiment;Back;Review of Financial Studies,1993

2. Barone-Adesi, G., Gigli, A., 2002. Electricity derivatives. Working paper, Universita della Svizzera Italiana.

3. Equilibrium pricing and optimal hedging in electricity forward markets;Bessimbinder;Journal of Finance,2002

4. Fundamentals of electricity derivatives;Eydeland,1999

5. Energy and power risk management: new developments in modeling pricing and hedging;Eydeland,2002

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