The relationship between spot and futures prices in the Nord Pool electricity market

Energy Economics

Volumn 32, Issue 5, 2010, Pages 967-978

  Botterud, Audun ^a   Kristiansen, Tarjei ^b   Ilic, Marija D ^c  

^a ARGONNE NATIONAL LABORATORY   (United States)

^b RBS Sempra Commodities   (United Kingdom)

^c CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Convenience yield; Electricity; Futures prices; Risk premium; Spot markets

Indexed keywords

COMMODITY MARKETS; CONVENIENCE YIELD; EMPIRICAL FINDINGS; FUTURES MARKET; FUTURES PRICES; HYDRO INFLOW; LONG POSITION; PHYSICAL STATE; POOL ELECTRICITY MARKET; PRICE VARIATION; RISK PREFERENCE; RISK PREMIUM; SPOT MARKET; SPOT PRICE; STORAGE LEVEL; SUPPLY AND DEMAND;

COMMERCE; ELECTRIC INDUSTRY; LAKES;

COSTS;

COMMODITY PRICE; ELECTRICITY; ENERGY MARKET; FINANCIAL MARKET; HYDROELECTRIC POWER; PRICE DYNAMICS;

SCANDINAVIA;

EID: 77956780526     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2009.11.009     Document Type: Article

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