Electricity Futures Prices: Indirect Storability, Expectations, and Risk Premiums

Energy Economics

Volumn 34, Issue 4, 2012, Pages 892-898

  Huisman, Ronald ^a   Kilic, Mehtap ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Electricity futures prices; Indirect storability; Risk premiums

Indexed keywords

ELECTRICITY FUTURES; ELECTRICITY MARKET; ELECTRICITY SUPPLY; EXPECTED RISK; FORWARD MODELS; FORWARD PRICE; PRICE CHANGES; RISK PREMIUM; SPOT PRICE; STORABILITY; TIME VARYING;

COMMERCE; ELECTRICITY; FOSSIL FUELS;

COSTS;

ELECTRICITY SUPPLY; FOSSIL FUEL; HYDROELECTRIC POWER; PRICE DETERMINATION; PRICE DYNAMICS; RISK ASSESSMENT;

NETHERLANDS;

EID: 84861012380     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2012.04.008     Document Type: Article

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