An Empirical Study of the Information Premium on Electricity Markets Fred Espen Bentha,1 , Richard Biegler-K¨onigb,2 , R¨ udiger Kieselb,a,3,∗ a

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Date: 2012-09-16 07:55:36 Economics Mathematical finance Risk-neutral measure Forward contract Yield curve Risk premium Forward price Spot contract Futures contract Finance Financial economics Financial markets		An Empirical Study of the Information Premium on Electricity Markets Fred Espen Bentha,1 , Richard Biegler-K¨onigb,2 , R¨ udiger Kieselb,a,3,∗ a Add to Reading List Source URL: www.biee.org Download Document from Source Website File Size: 1,17 MB Share Document on Facebook

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