Modelling the Structure of Long-Term Electricity Forward Prices at Nord Pool

DOI10.1007/978-3-642-12686-4_7zbMath1360.91109OpenAlexW1583683482MaRDI QIDQ2974417

Stein-Erik Fleten, Martin Povh, Robert Golob

Publication date: 7 April 2017

Published in: Handbook of Power Systems II (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-12686-4_7

zbMATH Keywords

regression modelselectricity marketselectricity pricesforward pricesNord Pool

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)

Cites Work

• Unnamed Item
• Electricity prices and power derivatives: evidence from the Nordic Power Exchange
• Modelling locational price spreads in competitive electricity markets; applications for transmission rights valuation and replication
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Risk Premia in Electricity Forward Prices

This page was built for publication: Modelling the Structure of Long-Term Electricity Forward Prices at Nord Pool