An empirical study of the information premium on electricity markets
Author:
Funder
Norwegian Research Council
Carl-Zeiss-Stiftung
Publisher
Elsevier BV
Subject
General Energy,Economics and Econometrics
Reference23 articles.
1. Lévy Processes and Stochastic Calculus;Applebaum,2004
2. The information premium for non-storable commodities;Benth;J. Energy Markets,2009
3. A non-Gaussian Ornstein–Uhlenbeck process for electricity spot price modeling and derivatives pricing;Benth;Appl. Math. Financ.,2007
4. Pricing forward contracts in power markets by the certainty equivalence principle: explaining the sign of the market risk premium;Benth;J. Bank. Financ.,2008
5. Stochastic Modelling of Electricity and Related Markets;Benth,2008
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