Locational price spreads and the pricing of contracts for difference: Evidence from the Nordic market
Marckhoff, Jan and Wimschulte, Jens (2009) Locational price spreads and the pricing of contracts for difference: Evidence from the Nordic market. Energy Economics 31 (2), pp. 257-268.Date of publication of this fulltext: 19 Dec 2024 12:10
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| Item type | Article | ||||
| Journal or Publication Title | Energy Economics | ||||
| Publisher: | ELSEVIER SCIENCE BV | ||||
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| Place of Publication: | AMSTERDAM | ||||
| Volume: | 31 | ||||
| Number of Issue or Book Chapter: | 2 | ||||
| Page Range: | pp. 257-268 | ||||
| Date | 2009 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzdienstleistungen (Prof. Dr. Klaus Röder) | ||||
| Identification Number |
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| Keywords | ELECTRIC-POWER TRANSMISSION; FUTURES MARKETS; HEDGING EFFECTIVENESS; RISK; VOLATILITY; DYNAMICS; RETURNS; MODEL; COST; Electricity; Contract for Difference; Implied area forward; Risk premium | ||||
| Dewey Decimal Classification | 300 Social sciences > 330 Economics | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Yes | ||||
| Item ID | 67348 |
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