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Storage and the electricity forward premium. (2008). Douglas, Stratford ; Popova, Julia .
In: Energy Economics.
RePEc:eee:eneeco:v:30:y:2008:i:4:p:1712-1727.

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Cited: 42

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  1. The convenience yield under commodity financialization. (2024). Photina, Evangelia K ; Milonas, Nikolaos T.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:44:y:2024:i:4:p:631-652.

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  2. Trading time seasonality in electricity futures. (2023). Ewald, Christian-Oliver ; Haugom, Erik ; Lien, Gudbrand ; Stordal, Stle.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000484.

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  3. Supply, demand, and risk premiums in electricity markets. (2022). Pirrong, Craig ; Li, YU ; Jacobs, Kris.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003411.

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  4. Decision strategies in sequential power markets with renewable energy. (2022). Ketter, Wolfgang ; Huisman, Ronald ; Koolen, Derck.
    In: Energy Policy.
    RePEc:eee:enepol:v:167:y:2022:i:c:s0301421522002506.

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  5. The electricity production cost curve during extreme winter weather. (2021). Pilotte, Eugene A ; Michelfelder, Richard A.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:117:y:2021:i:c:s0148619521000370.

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  6. The forward premium in electricity markets: An experimental study. (2021). Van Koten, Silvester.
    In: Energy Economics.
    RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320303996.

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  7. Risk premia in electricity derivatives markets. (2021). Leccadito, Arturo ; Algieri, Bernardina ; Tunaru, Diana.
    In: Energy Economics.
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  8. .

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  9. Determinants of the Forward Premium in the Nord Pool Electricity Market. (2020). Molnár, Peter ; Tysdahl, Magne ; Haugom, Erik ; Molnar, Peter.
    In: Energies.
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  10. Forward premia in electricity markets: A replication study. (2020). Van Koten, Silvester.
    In: Energy Economics.
    RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301523.

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  11. The Forward Premium in Electricity Markets: An Experimental Study. (2020). Van Koten, Silvester.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp656.

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  12. Analyzing the dynamic impact of electricity futures on revenue and risk of renewable energy in China. (2019). Farnoosh, Arash ; Zhang, Yue.
    In: Energy Policy.
    RePEc:eee:enepol:v:132:y:2019:i:c:p:678-690.

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  13. Analysing the Dynamic Impact of Electricity Futures on Revenue and Risks of Renewable Energy in China. (2018). Farnoosh, Arash ; Yue, Zhang.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03188814.

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  14. Liquidity and risk premia in electricity futures. (2018). Bevin-McCrimmon, Fergus ; Sise, Greg ; McCarten, Matthew ; Diaz-Rainey, Ivan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:75:y:2018:i:c:p:503-517.

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  15. On the spot-futures no-arbitrage relations in commodity markets. (2018). Lautier, Delphine ; Ren'e A"id, ; Campi, Luciano .
    In: Papers.
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  16. Explaining Electricity Forward Premiums - Evidence for the Weather Uncertainty Effect. (2017). Obermüller, Frank ; Obermuller, Frank.
    In: EWI Working Papers.
    RePEc:ris:ewikln:2017_010.

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  17. Market-specific news and its impact on forward premia on electricity markets. (2016). Lazarczyk, Ewa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:326-336.

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  18. Production Risk and the Futures Price Risk Premium?. (2015). Misund, BÃ¥rd ; Asche, Frank ; Oglend, Atle.
    In: UiS Working Papers in Economics and Finance.
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  19. Electricity futures prices in an emissions constrained economy: Evidence from European power markets. (2015). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George ; George, Lazaros Symeonidis .
    In: The Energy Journal.
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  20. Revisiting the relationship between spot and futures prices in the Nord Pool electricity market. (2014). Zator, Michał ; Weron, Rafał.
    In: Energy Economics.
    RePEc:eee:eneeco:v:44:y:2014:i:c:p:178-190.

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  21. Electricity Market Price Volatility: The Importance of Ramping Costs. (2014). Werner, Dan .
    In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota.
    RePEc:ags:aaea14:169619.

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  22. Revisiting the relationship between spot and futures prices in the Nord Pool electricity market. (2013). Zator, Michał ; Weron, Rafał.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1308.

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  23. Determinants of the premium in forward contracts. (2013). Bunn, Derek ; Redl, Christian.
    In: Journal of Regulatory Economics.
    RePEc:kap:regeco:v:43:y:2013:i:1:p:90-111.

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  24. Market Specific News and Its Impact on Electricity Prices – Forward Premia. (2013). Lazarczyk, Ewa.
    In: Working Paper Series.
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  25. Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2013). Weron, Rafał ; Nowotarski, Jakub ; Tomczyk, Jakub .
    In: Energy Economics.
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  26. An empirical study of the information premium on electricity markets. (2013). Benth, Fred Espen ; Kiesel, Rudiger ; Biegler-Konig, Richard .
    In: Energy Economics.
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  27. The forward premium in electricity futures. (2013). Chen, Dipeng ; Bunn, Derek W.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:23:y:2013:i:c:p:173-186.

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  28. Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2012). Weron, Rafał ; Tomczyk, Jakub ; Nowotarski, Jakub.
    In: HSC Research Reports.
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  29. Robust estimation and forecasting of the long-term seasonal component of electricity spot prices. (2012). Weron, Rafał ; Tomczyk, Jakub ; Nowotarski, Jakub.
    In: MPRA Paper.
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  30. Market efficiency and risk premia in short-term forward prices. (2012). Ullrich, Carl J. ; Haugom, Erik.
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:6:p:1931-1941.

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  31. Electricity Futures Prices: Indirect Storability, Expectations, and Risk Premiums. (2012). Kilic, Mehtap ; Huisman, Ronald .
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:4:p:892-898.

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  32. A novel approach for modeling deregulated electricity markets. (2011). Rubin, Ofir ; Babcock, Bruce.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:5:p:2711-2721.

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  33. Risk premiums in the German day-ahead Electricity Market. (2011). Viehmann, Johannes .
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:1:p:386-394.

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  34. Equilibrium pricing in electricity markets with wind power. (2010). Rubin, Ofir.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:201001010800002361.

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  35. The relationship between spot and futures prices in the Nord Pool electricity market. (2010). Kristiansen, Tarjei ; Botterud, Audun ; Ilic, Marija D..
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:967-978.

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  36. A comment on: Storage and the electricity forward premium. (2010). van Treslong, Adriaan Bloys ; Huisman, Ronald .
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:2:p:321-324.

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  37. Risk premia in electricity wholesale spot markets: empirical evidence from Germany. (2009). Pietz, Matthaus .
    In: CEFS Working Paper Series.
    RePEc:zbw:cefswp:200911.

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  38. Risk premia in the German electricity futures market. (2009). Pietz, Matthaus .
    In: CEFS Working Paper Series.
    RePEc:zbw:cefswp:200907.

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  39. A Comment on: Storage and the Electricity Forward Premium. (2009). van Treslong, Bloys A. ; Huisman, R..
    In: ERIM Report Series Research in Management.
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  40. Income risk of EU coal-fired power plants after Kyoto. (2009). Chamorro, Jose ; Abadie, Luis M..
    In: Energy Policy.
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  41. Price formation in electricity forward markets and the relevance of systematic forecast errors. (2009). Bhm, Bernhard, ; Haas, Reinhard ; Huber, Claus ; Redl, Christian .
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:3:p:356-364.

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  42. Income risk of EU coal-fired power plants after Kyoto. (2008). Chamorro, Jose ; Abadie, Luis Maria.
    In: IKERLANAK.
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    RePEc:eee:eneeco:v:27:y:2005:i:5:p:752-770.

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  44. How well can one measure market power in restructured electricity systems ?. (2005). Smeers, Yves.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2005050.

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  45. Understanding Electricity Price Volatility within and across Markets. (2004). Karolyi, G. ; Goto, Mika.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-12.

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  46. Environmental Impact Assessment and Investment under Uncertainty. An Application to Power Grid Interconnection.. (2003). Bernard, Jean-Thomas ; Saphores, Jean-Daniel ; Gravel, ric.
    In: Cahiers de recherche.
    RePEc:lvl:lagrcr:0303.

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  47. Pricing power derivatives: a two-factor jump-diffusion approach. (2003). Villaplana, Pablo .
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb031805.

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  48. Environmental Impact Assessment and Investment under Uncertainty: An Application to Power Grid Interconnection. (2003). Bernard, Jean-Thomas ; Saphores, Jean-Daniel ; Gravel, ric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-29.

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  49. Electricity Forward Prices: A High-Frequency Empirical Analysis. (2002). Wang, Ashley ; Longstaff, Francis .
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt7mh2m2bt.

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  50. ELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis. (2002). Wang, Ashley ; Longstaff, Francis A.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt3mw4q41x.

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