Electricity Pool Prices: Long-Term Uncertainty Characterization for Futures-Market Trading and Risk Management

SSRN Electronic Journal
doi 10.2139/ssrn.987477
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Electricity Prices and Generator Behaviour in Gross Pool Electricity Markets

Energy Policy
PolicyEnergyManagementMonitoringLaw
2013English

New Requirements and Approaches to Long-Term Forecasting of Electricity Prices

Modern Technologies and Scientific and Technological Progress
2020English

Market Inversion in Commodity Futures Prices

Journal of Agricultural & Applied Economics
AgriculturalEconomicsEconometricsBiological Sciences
2002English

Stochastic Volatility Modeling of Emission Allowances Futures Prices in the European Union Emission Trading System Market

World Scientific-Now Publishers Series in Business
2016English

Multidimensional Scaling Analysis of Electricity Market Prices

Intelligent Systems, Control and Automation: Science and Engineering
ControlSystems EngineeringComputer Science ApplicationsMechanical EngineeringOptimization
2012English

A Structural Heath–Jarrow–Morton Framework for Consistent Intraday Spot and Futures Electricity Prices

Quantitative Finance
EconomicsEconometricsFinance
2019English

Hedging Using Futures and Options Contracts in the Electricity Market

Renewable Energy and Power Quality Journal
Electronic EngineeringEnergy EngineeringRenewable EnergySustainabilityElectricalPower Technologythe Environment
2003English

Optimal Hedging in the Futures Market Under Price Uncertainty

Economics Letters
EconomicsFinanceEconometrics
1983English

Composition of Electricity Generation Portfolios, Pivotal Dynamics and Market Prices

SSRN Electronic Journal
2008English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy