Risk Premia of Electricity Futures: A Dynamic Equilibrium Model

Risk Management in Commodity Markets: From Shipping to Agriculturals and Energy

Volumn , Issue , 2012, Pages 61-80

  Buhler, Wolfgang ^a   Müller Merbach, Jens ^b  

^a UNIVERSITY OF MANNHEIM   (Germany)

^b BHF BANK AG   (Germany)

Author keywords

Arbitrage activity; Electricity futures prices; Exchange traded commodity; Risk premia; Spot price

Indexed keywords

EID: 84888719682     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9781118467381.ch5     Document Type: Chapter

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