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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
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Document Date: 2012-09-16 07:55:36


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File Size: 1,17 MB

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City

Oslo / Essen / /

Country

Germany / Norway / /

Currency

EUR / /

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Event

Natural Disaster / /

Facility

University Duisburg-Essen / University of Oslo / /

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IndustryTerm

bank holidays / electricity market / electricity / electricity prices / energy policy / gas storage / price-setting technology / hydroelectric energy capacity / oil and gas / electricity forward contracts / electricity spot price distribution / /

Organization

Norwegian Research Council / Centre of Mathematics for Applications / German government / European Union / University of Oslo / /

Person

Fred Espen Benth / Forward Earthquake / /

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Position

author / basic model for our study / Chair / forward / Corresponding author / /

ProvinceOrState

Hessen / Maryland / Schleswig-Holstein / /

Technology

price-setting technology / Simulation / /

SocialTag