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Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets. (2002). Bessembinder, Hendrik.
In: Journal of Finance.
RePEc:bla:jfinan:v:57:y:2002:i:3:p:1347-1382.

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  13. Employing Gain-Sharing Regulation to Promote Forward Contracting in the Electricity Sector. (2022). Sappington, David ; Brown, David.
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  78. Forward contracts in electricity markets and capacity investment: A simulation study. (2018). Alvarez-Uribe, Karla C ; Larsen, Erik R ; Arango-Aramburo, Santiago.
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  80. Electricity markets around the world. (2018). Trueck, Stefan ; Truck, Stefan ; Mayer, Klaus .
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  81. The impact of the 2030 Climate and Energy Framework Agreement on electricity prices in MIBEL: A mixed-methods approach. (2018). Estevo, Joo ; Raposo, Clara .
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  82. Consumption effects of an electricity decarbonization policy: Hong Kong. (2018). Zarnikau, Jay ; woo, chi-keung ; Luo, X ; Liu, Y ; Shiu, A.
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  85. Equilibrium supply security in a multinational electricity market with renewable production. (2018). Tangerås, Thomas ; Tangers, Thomas P.
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  86. Pricing of electricity futures based on locational price differences: The case of Finland. (2018). Junttila, Juha ; Raatikainen, Juhani ; Myllymaki, Valtteri.
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  88. Electricity and Natural Gas Prices Sharing the Long-term Trend: Some Evidence from the Spanish Market. (2018). Furio, Dolores ; Poblacion, Javier.
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  89. Market Efficiency and Risk Premium in the Turkish Wholesale Electricity Market. (2018). Yilmaz, Mustafa Kemal ; Kucukcolak, Ali R.
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  90. Additive energy forward curves in a Heath-Jarrow-Morton framework. (2018). Vargiolu, Tiziano ; Piccirilli, Marco ; Benth, Fred Espen.
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  91. On the spot-futures no-arbitrage relations in commodity markets. (2018). Lautier, Delphine ; Ren'e A"id, ; Campi, Luciano .
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  92. Modelling Electricity Swaps with Stochastic Forward Premium Models. (2018). Rodriguez, Rosa ; Pea, Juan Ignacio.
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  93. Economic Analysis of Price Premiums in the Presence of Non-convexities - Evidence from German Electricity Markets. (2017). Paschmann, Martin .
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  94. Explaining Electricity Forward Premiums - Evidence for the Weather Uncertainty Effect. (2017). Obermüller, Frank ; Obermuller, Frank.
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  95. Market Power and Forward Prices. (2017). Ruddell, Keith ; Philpott, Andy ; Downward, Tony.
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  96. On Long-Term Transmission Rights in the Nordic Electricity Markets. (2017). Spodniak, Petr ; Collan, Mikael ; Makkonen, Mari .
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  97. Price risks for biofuel producers in a deregulated market. (2017). Ghoddusi, Hamed.
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  98. Market efficiency assessment under dual pricing rule for the Turkish wholesale electricity market. (2017). Asan, Goksel ; Tasaltin, Kamil .
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    RePEc:eee:enepol:v:107:y:2017:i:c:p:109-118.

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  99. Hedging local volume risk using forward markets: Nordic case. (2017). Ernstsen, Rune Ramsdal ; Skajaa, Anders ; Tegner, Martin ; Boomsma, Trine Krogh.
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  100. Risk-minimisation in electricity markets: Fixed price, unknown consumption. (2017). Tegner, Martin ; Poulsen, Rolf ; Skajaa, Anders ; Ernstsen, Rune Ramsdal.
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  101. Investing in vertical integration: electricity retail market participation. (2017). Fiuza, Gabriel Godofredo ; Daglish, Toby .
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    RePEc:eee:eneeco:v:67:y:2017:i:c:p:355-365.

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  102. An equilibrium pricing model for wind power futures. (2017). Gersema, Gerke ; Wozabal, David.
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  103. The real options to shutdown, startup, and abandon: U.S. electricity industry evidence. (2017). Fleten, Stein-Erik ; Ullrich, Carl J ; Haugom, Erik ; Stein- Erik Fleten, .
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  104. Fuel cost uncertainty, capacity investment and price in a competitive electricity market. (2017). woo, chi-keung ; Tishler, Asher ; Milstein, Irena ; Gal, Nurit .
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  105. On the inefficiency of the merit order in forward electricity markets with uncertain supply. (2017). Morales, Juan M ; Pineda, Salvador .
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  106. Electricity price behavior and carbon trading: New evidence from California. (2017). woo, chi-keung ; Chen, Yan ; Schlag, N ; Olson, A ; Moore, J ; Ong, A ; Ho, T.
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  107. Equilibrium supply security in a multinational electricity market with renewable production. (2017). Tangerås, Thomas ; Tangeras, T.
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  108. Is there accuracy of forward freight agreements in forecasting future freight rates? An empirical investigation. (2017). Kasimati, Evangelia ; Veraros, Nikolaos.
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  109. Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets. (2016). Weron, Rafał ; Trueck, Stefan ; Maryniak, Pawel .
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  110. The effect of intermittent renewable supply on the forward premium in German electricity markets. (2016). Paschen, Marius.
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  111. Parametric Density Recalibration of a Fundamental Market Model to Forecast Electricity Prices. (2016). Reneses, Javier ; Bunn, Derek ; Bello, Antonio ; Muoz, Antonio.
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  112. Anatomy of Risk Premium in UK Natural Gas Futures. (2016). Torro, Hipolit ; Martinez, Beatriz.
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  113. An equilibrium model for the OTC derivatives market with a collateral agreement. (2016). Takino, Kazuhiro .
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  114. Determinants of the Atlantic salmon futures risk premium. (2016). Misund, BÃ¥rd ; Oglend, Atle ; Asche, Frank.
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  115. The plunge in German electricity futures prices – Analysis using a parsimonious fundamental model. (2016). Kallabis, Thomas ; Weber, Christoph ; Pape, Christian.
    In: Energy Policy.
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  116. Variance risk premia in CO2 markets: A political perspective. (2016). Reckling, Dennis .
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  117. Timing-based business models for flexibility creation in the electric power sector. (2016). Helms, Thorsten ; Bohnsack, Rene ; Loock, Moritz.
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  118. Merit-order effects of renewable energy and price divergence in California’s day-ahead and real-time electricity markets. (2016). Zarnikau, Jay ; woo, chi-keung ; Toyama, N ; Chawla, K ; Alagappan, L ; Olson, A ; Ho, T ; Schneiderman, B ; Moore, J.
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  119. Market-specific news and its impact on forward premia on electricity markets. (2016). Lazarczyk, Ewa.
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  120. An options pricing approach to ramping rate restrictions at hydro power plants. (2016). Niu, Shilei ; Insley, Margaret.
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  121. Anatomy of Risk Premium in UK Natural Gas Futures. (2016). Torro, Hipolit ; Beatriz, Beatriz Martinez ; Hipolit, Hipolit Torro .
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  122. What Moves the Ex Post Variable Profit of Natural-Gas-Fired Generation in California?. (2016). Zarnikau, Jay ; Chi-Keung, Ira Horowitz ; Leung, Eric .
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  123. Why Wind Is Not Coal: On the Economics of Electricity Generation. (2016). Hirth, Lion ; Edenhofer, Ottmar ; Lion, Falko Ueckerdt .
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  124. Short-term Hedging for an Electricity Retailer. (2016). Godin, Frederic ; Debbie, Genevieve Gauthier .
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  125. Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period. (2015). Weron, Rafał ; Trueck, Stefan ; Truck, Stefan.
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  126. Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach. (2015). Prokopczuk, Marcel ; Füss, Roland ; Mahringer, Steffen ; Fuess, Roland.
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  127. Relaxing competition through speculation : Committing to a negative supply slope. (2015). Holmberg, Pär ; Willems, Bert.
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  128. Is an inefficient transmission market better than none at all? On zonal and nodal pricing in electricity systems. (2015). Bertsch, Joachim.
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  129. Commodity derivative valuation under a factor model with time-varying market prices of risk. (2015). Poblacion, Javier ; Serna, Gregorio ; Mirantes, Andres .
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  130. Efficiency impact of convergence bidding in the california electricity market. (2015). Oren, Shmuel ; SVOBODA, Alva ; Li, Ruoyang.
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  131. Production Risk and the Futures Price Risk Premium?. (2015). Misund, BÃ¥rd ; Asche, Frank ; Oglend, Atle.
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  132. Relaxing competition through speculation: Committing to a negative supply slope. (2015). Willems, Bert ; Holmberg, Pär.
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  133. The impact of forward contracting on tacit collusion: Experimental evidence. (2015). Schubert, Jens.
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  134. Does wind energy mitigate market power in deregulated electricity markets?. (2015). Rubin, Ofir ; Ben-Moshe, Ori .
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  135. A multi-factor model with time-varying and seasonal risk premiums for the natural gas market. (2015). Shao, Chengwu ; Colwell, David B ; Bhar, Ramaprasad.
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  136. The overnight risk premium in electricity forward contracts. (2015). Fleten, Stein-Erik ; Stein- Erik Fleten, ; Sollie, Johan M. ; Smith-Sivertsen, Ragnhild ; Nygrd, Maria Tandberg ; Hagen, Liv Aune .
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  137. Spatial dependencies of wind power and interrelations with spot price dynamics. (2015). Elberg, Christina ; Hagspiel, Simeon.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:241:y:2015:i:1:p:260-272.

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  138. Modelling generator maintenance scheduling costs in deregulated power markets. (2015). Paudyal, Krishna ; Dahal, Keshav ; Al-Arfaj, Khalid .
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  139. Electricity derivatives pricing with forward-looking information. (2015). Prokopczuk, Marcel ; Füss, Roland ; Mahringer, Steffen ; Fuss, Roland ; ROLAND FÜSS, .
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  140. The plunge in German futures prices – Analysis using a parsimonious fundamental model. (2015). Kallabis, Thomas ; Weber, Christoph ; Pape, Christian.
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  141. Antimonopoly regulation method based on perfect price discrimination. (2015). Borokhov, Vadim .
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  142. Electricity futures prices in an emissions constrained economy: Evidence from European power markets. (2015). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George ; George, Lazaros Symeonidis .
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  143. The Optimal Share of Variable Renewables: How the Variability of Wind and Solar Power affects their Welfare-optimal Deployment. (2015). Hirth, Lion.
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  144. Sorting out commodity and macroeconomic risk in expected stock returns. (2014). Boons, M. F..
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  145. The Optimal Hedging Ratio for Non-Ferrous Metals. (2014). armeanu, dan ; Dinica, Mihai Cristian .
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  146. Electricity futures prices: time varying sensitivity to fundamentals. (2014). Pennings, Enrico ; Fleten, Stein-Erik ; Westgaard, Sjur ; Kilic, Mehtap ; Huisman, Ronald ; Stein- Erik Fleten, .
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  147. Electricity futures prices: time varying sensitivity to fundamentals. (2014). Pennings, Enrico ; Fleten, Stein-Erik ; Stein- Erik Fleten, ; Westgaard, Sjur ; Huisman, Ronald ; Kilic, Mehtap .
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  148. Real-time versus day-ahead market power in a hydro-based electricity market. (2014). Tangerås, Thomas ; Mauritzen, Johannes ; Tangers, Thomas P..
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  149. Futures pricing in electricity markets based on stable CARMA spot models. (2014). Kluppelberg, Claudia ; Vos, Linda ; Muller, Gernot ; Benth, Fred Espen.
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  150. Revisiting the relationship between spot and futures prices in the Nord Pool electricity market. (2014). Zator, Michał ; Weron, Rafał.
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  151. Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches. (2014). Pflug, Georg Ch., ; Kovacevic, Raimund M..
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  152. A review of electricity product differentiation. (2014). woo, chi-keung ; Sreedharan, P. ; Wang, J. ; Hargreaves, J. ; Horowitz, I. ; Kahrl, F..
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  153. Endogenizing long-term contracts in gas market models. (2014). ABADA, Ibrahim ; Ehrenmann, Andreas ; Smeers, Yves.
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  154. Calculation of a power price equilibrium. (2014). Troha, Miha ; Hauser, Raphael .
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  155. ANALYSIS OF THE STRATEGIC USE OF FORWARD CONTRACTING IN ELECTRICITY MARKETS. (2014). Vazquez, Miguel ; HALLAC, MICHELLE .
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  156. Electricity Market Price Volatility: The Importance of Ramping Costs. (2014). Werner, Dan .
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  157. Residual Demand Modeling and Application to Electricity Pricing. (2014). Wagner, Andreas.
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  158. Revisiting the relationship between spot and futures prices in the Nord Pool electricity market. (2013). Zator, Michał ; Weron, Rafał.
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  159. Electricity Derivatives Pricing with Forward-Looking Information. (2013). Prokopczuk, Marcel ; Füss, Roland ; Mahringer, Steffen ; Fuss, Roland ; ROLAND FÜSS, .
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  160. Spatial Dependencies of Wind Power and Interrelations with Spot Price Dynamics. (2013). Elberg, Christina ; Hagspiel, Simeon.
    In: EWI Working Papers.
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  161. Determinants of the premium in forward contracts. (2013). Bunn, Derek ; Redl, Christian.
    In: Journal of Regulatory Economics.
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  162. Optimal Economic Dispatch and Risk Management of Thermal Power Plants in Deregulated Markets. (2013). Thompson, Matt .
    In: Operations Research.
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  163. Market Specific News and Its Impact on Electricity Prices – Forward Premia. (2013). Lazarczyk, Ewa.
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  164. A game theoretical analysis of the design options of the real-time electricity market. (2013). Khalfallah, Haikel ; Rious, Vincent.
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  165. A simple equilibrium model for a commodity market with spot trades and futures contracts. (2013). Villeneuve, Bertrand ; Lautier, Delphine ; Ekeland, Ivar.
    In: Post-Print.
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  166. Practical stochastic modelling of electricity prices. (2013). Lawford, Steve ; Culot, Michel ; Smeers, Yves ; Goffin, Valerie ; De Meten, Sebastien .
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  167. The Optimal Share of Variable Renewables. How the Variability of Wind and Solar Power Affects their Welfare-optimal Deployment. (2013). Hirth, Lion.
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  168. Limits to arbitrage and hedging: Evidence from commodity markets. (2013). Ramadorai, Tarun ; Lochstoer, Lars A. ; Acharya, Viral V..
    In: Journal of Financial Economics.
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  169. Comparative analysis of features of Polish and Lithuanian Day-ahead electricity market prices. (2013). Juozapaviciene, Aldona ; Bobinaite, Viktorija ; Szczepankowski, Piotr ; Staniewski, Marcin .
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  170. Risk aversion and technology mix in an electricity market. (2013). MEUNIER, Guy.
    In: Energy Economics.
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  171. 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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  172. Rockets and feathers in power futures markets? Evidence from the second phase of the EU ETS. (2013). Norman, Catherine ; lo Prete, Chiara .
    In: Energy Economics.
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  173. The forward premium in electricity futures. (2013). Chen, Dipeng ; Bunn, Derek W.
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  174. Variance risk-premia in CO2 markets. (2013). Chevallier, Julien.
    In: Economic Modelling.
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  175. A simple equilibrium model for a commodity market with spot trades and futures contracts. (2013). Villeneuve, Bertrand ; Ekeland, Ivar ; Lautier, Delphine.
    In: Economics Papers from University Paris Dauphine.
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  176. A pricing measure to explain the risk premium in power markets. (2013). Benth, Fred Espen ; Ortiz-Latorre, Salvador .
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  177. Risk premia in energy markets. (2013). Veraart, Almut ; Luitgard A. M. Veraart, ; Almut E. D. Veraart, .
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  178. On the strategic value of risk management. (2012). Rochet, Jean ; Léautier, Thomas-Olivier.
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  179. Relaxing Competition through Speculation : Committing to a Negative Supply Slope. (2012). Willems, Bert ; Holmberg, Pär.
    In: Other publications TiSEM.
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  180. Relaxing Competition through Speculation : Committing to a Negative Supply Slope. (2012). Willems, Bert ; Holmberg, Pär.
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  181. Relaxing Competition through Speculation : Committing to a Negative Supply Slope. (2012). Willems, Bert ; Holmberg, Pär.
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  182. Relaxing Competition through Speculation : Committing to a Negative Supply Slope. (2012). Willems, Bert ; Holmberg, Pär.
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  183. Modeling the distribution of day-ahead electricity returns: a comparison. (2012). Sapio, Sandro.
    In: Quantitative Finance.
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  184. Financial risk management and market performance in restructured electric power markets: Theoretical and agent-based test bed studies. (2012). Somani, Abhishek.
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  185. On the strategic value of risk management. (2012). Rochet, Jean ; Léautier, Thomas-Olivier.
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  186. An equilibrium price model of spot and forward shipping freight markets. (2012). Tezuka, Koichiro ; Ishizaka, Motokazu ; Ishii, Masahiro .
    In: Transportation Research Part E: Logistics and Transportation Review.
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  187. Market efficiency and risk premia in short-term forward prices. (2012). Ullrich, Carl J. ; Haugom, Erik.
    In: Energy Economics.
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  188. Model based Monte Carlo pricing of energy and temperature Quanto options. (2012). Torro, Hipolit ; Caporin, Massimiliano ; Pre, Juliusz .
    In: Energy Economics.
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  189. Liquidity and dirty hedging in the Nordic electricity market. (2012). Frestad, Dennis.
    In: Energy Economics.
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  190. 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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  191. The inevitability of capacity underinvestment in competitive electricity markets. (2012). Tishler, Asher ; Milstein, Irena .
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:62-77.

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  192. How much should we pay for interconnecting electricity markets? A real options approach. (2012). Cartea, Álvaro ; Gonzalez-Pedraz, Carlos .
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:1:p:14-30.

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  193. Relaxing competition through speculation: Committing to a negative supply slope. (2012). Willems, Bert ; Holmberg, Pär.
    In: Cambridge Working Papers in Economics.
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  194. Electricity price modeling and asset valuation: a multi-fuel structural approach. (2012). Coulon, Michael ; Schwarz, Daniel ; Carmona, Rene.
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  195. Futures pricing in electricity markets based on stable CARMA spot models. (2012). Kluppelberg, Claudia ; Vos, Linda ; Muller, Gernot ; Benth, Fred Espen.
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  196. Blowing in the Wind: Vanishing Payoffs of a Tolling Agreement for Natural-gas-fired Generation of Electricity in Texas. (2012). Zarnikau, Jay ; woo, chi-keung ; Chi-Keung Woo, Ira Horowitz, Brian Horii, Ren Oran, .
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  197. Portfolio Theory and Electricity Forward Markets. (2011). Paholok, Igor ; Michalovsk, Michal .
    In: European Financial and Accounting Journal.
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  198. Limits to Arbitrage and Hedging: Evidence from Commodity Markets. (2011). Ramadorai, Tarun ; Acharya, Viral ; Lochstoer, Lars A..
    In: NBER Working Papers.
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  199. Hedging and Vertical Integration in Electricity Markets. (2011). Porchet, Arnaud ; Aid, Rene ; Touzi, Nizar ; Chemla, Gilles.
    In: Management Science.
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  200. Links between spot and futures allowances: ECX and EEX markets comparison. (2011). Pinho, Carlos ; Madaleno, Mara.
    In: International Journal of Global Energy Issues.
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  201. On the risk premium in Nordic electricity futures prices. (2011). Torro, Hipolit ; Lucia, Julio J..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:20:y:2011:i:4:p:750-763.

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  202. Wind generation and zonal-market price divergence: Evidence from Texas. (2011). Zarnikau, Jay ; woo, chi-keung ; Moore, J. ; Horowitz, I..
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:7:p:3928-3938.

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  203. 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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  204. 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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  205. The crucial relationship among energy commodity prices: Evidence from the Spanish electricity market. (2011). Moreira, Antonio Carrizo ; Moutinho, Victor ; Vieira, Joel .
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:10:p:5898-5908.

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  206. Balancing energy strategies in electricity portfolio management. (2011). Fabozzi, Frank ; Moller, Christoph ; Rachev, Svetlozar T..
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:1:p:2-11.

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  207. Hedging and vertical integration in electricity markets. (2011). Porchet, Arnaud ; Aid, Rene ; Touzi, Nizar ; Chemla, Gilles.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/11029.

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  208. Econometric Estimation of Spatial Patterns in Electricity Prices. (2011). Douglas, Stratford ; Popova, Julia N..
    In: The Energy Journal.
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  209. Is Power Production Flexibility a Substitute for Storability? Evidence from Electricity Futures Prices. (2010). Kilic, Mehtap ; Huisman, Ronald .
    In: Tinbergen Institute Discussion Papers.
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  210. Do Firms sell forward for Strategic Reasons? An Application to the Wholesale Market for Natural Gas. (2010). Moraga, Jose Luis ; van Eijkel, Remco .
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  211. Evaluation of static hedging strategies for hydropower producers in the Nordic market. (2010). Fleten, Stein-Erik ; Brthen, Espen ; Stein- Erik Fleten, ; Nissen-Meyer, Sigurd-Erik .
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  212. Equilibrium pricing in electricity markets with wind power. (2010). Rubin, Ofir.
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  213. Operational Flexibility and Financial Hedging: Complements or Substitutes?. (2010). Van Mieghem, Jan A. ; Rudi, Nils ; Chod, Jiri .
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  214. Realised quantile-based estimation of the integrated variance. (2010). Christensen, Kim ; Oomen, Roel ; Podolskij, Mark.
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  215. Risk aversion and CO2 regulatory uncertainty in power generation investment: Policy and modeling implications. (2010). Norman, Catherine ; Hobbs, Benjamin ; Fan, Lin .
    In: Journal of Environmental Economics and Management.
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  216. Expectations and forward risk premium in the Spanish deregulated power market. (2010). Furio, Dolores ; Meneu, Vicente .
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  217. Modelling short and long-term risks in power markets: Empirical evidence from Nord Pool. (2010). Nomikos, Nikos K. ; Soldatos, Orestes A..
    In: Energy Policy.
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  218. The relationship between spot and futures prices in the Nord Pool electricity market. (2010). Kristiansen, Tarjei ; Botterud, Audun ; Ilic, Marija D..
    In: Energy Economics.
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  219. A model for energy pricing with stochastic emission costs. (2010). Miao, Hong ; Elliott, Robert J. ; Lyle, Matthew R..
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:4:p:838-847.

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  220. Market completeness: How options affect hedging and investments in the electricity sector. (2010). Willems, Bert ; Morbee, Joris .
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  221. Volatility transmission and volatility impulse response functions in European electricity forward markets. (2010). Sévi, Benoît ; LE PEN, Yannick ; Sevi, Benoit.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:4:p:758-770.

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  222. 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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  223. Analysis of model implied volatility for jump diffusion models: Empirical evidence from the Nordpool market. (2010). Nomikos, Nikos K. ; Soldatos, Orestes A..
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:2:p:302-312.

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  224. Integration and shock transmissions across European electricity forward markets. (2010). Gianfreda, Angelica ; Bunn, Derek W..
    In: Energy Economics.
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  225. Integrated risk management for an electricity producer. (2010). Felletti, D. ; Stefani, S. ; Falbo, P..
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  226. Realised quantile-based estimation of the integrated variance. (2010). Podolskij, Mark ; Christensen, Kim ; Oomen, Roel.
    In: Journal of Econometrics.
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  227. Modelling risk premia in CO2 allowances spot and futures prices. (2010). Chevallier, Julien.
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  228. Volatility transmission and volatility impulse response functions in European electricity forward markets. (2010). Sevi, Benoit ; le Pen, Yannick.
    In: Economics Papers from University Paris Dauphine.
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  229. Fundamental and Behavioural Drivers of Electricity Price Volatility. (2010). Bunn, Derek W. ; Karakatsani, Nektaria V..
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  230. Risk premia in electricity wholesale spot markets: empirical evidence from Germany. (2009). Pietz, Matthaus .
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  231. Risk premia in the German electricity futures market. (2009). Pietz, Matthaus .
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  232. An integrated electric power supply chain and fuel market network framework: Theoretical modeling with empirical analysis for New England. (2009). Liu, Zugang ; Nagurney, Anna.
    In: Naval Research Logistics (NRL).
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  233. Electricity portfolio management : Optimal peak/off-peak allocations. (2009). Schlichter, F. ; Mahieu, R. J. ; Huisman, R..
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  234. Modelling Electricity Prices with Forward Looking Capacity Constraints. (2009). Cartea, Álvaro ; Figueroa, Marcelo ; Geman, Helyette.
    In: Applied Mathematical Finance.
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  235. Modelling the distribution of day-ahead electricity returns: a comparison. (2009). Sapio, Sandro.
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  236. A fundamental power price model with oligopolistic competition representation. (2009). Barquin, Julian ; Vazquez, Miguel.
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  237. Modeling long-term electricity forward prices. (2009). Fleten, Stein-Erik ; Povh, Martin ; Stein- Erik Fleten, .
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  238. 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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  239. Analysis of the efficiency of the Iberian power futures market. (2009). Monroy, Carlos Rodriguez ; Herraiz, lvaro Capitan ; Rodriguezmonroy, Carlos .
    In: Energy Policy.
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  240. Reforming minute reserve policy in Germany: A step towards efficient markets?. (2009). Wagner, Christian ; Rammerstorfer, Margarethe.
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  241. Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext. (2009). Markellos, Raphael ; Daskalakis, George.
    In: Energy Policy.
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  242. 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.
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  243. Locational price spreads and the pricing of contracts for difference: Evidence from the Nordic market. (2009). Marckhoff, Jan ; Wimschulte, Jens .
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  244. Electricity portfolio management: Optimal peak/off-peak allocations. (2009). Mahieu, Ronald ; Schlichter, Felix ; Huisman, Ronald .
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:1:p:169-174.

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  245. Forward Hedging and Vertical Integration in Electricity Markets. (2009). Porchet, Arnaud ; Aid, Rene ; Touzi, Nizar ; Chemla, Gilles.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/6395.

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  246. Limits to Arbitrage and Hedging: Evidence from Commodity Markets. (2009). Ramadorai, Tarun ; Acharya, Viral ; Lochstoer, Lars .
    In: CEPR Discussion Papers.
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  247. Realised Quantile-Based Estimation of the Integrated Variance. (2009). Podolskij, Mark ; Oomen, Roel ; Christensen, Kim.
    In: CREATES Research Papers.
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  248. Stochastic Modeling of Electricity and Related Markets. (2008). Benth, Jrat Altyt ; Koekebakker, Steen.
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  249. Using Affine Jump Diffusion Models for Modelling and Pricing Electricity Derivatives. (2008). Nomikos, N. K. ; Soldatos, O..
    In: Applied Mathematical Finance.
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  250. Volatility transmission and volatility impulse response functions in European electricity forward markets. (2008). Sévi, Benoît ; LE PEN, Yannick.
    In: Cahiers du CREDEN (CREDEN Working Papers).
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  251. Short-term electricity futures prices: Evidence on the time-varying risk premium. (2008). Torro, Hipolit ; Lucia, Julio .
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  252. Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity. (2008). Cartea, Álvaro ; Villaplana, Pablo .
    In: Journal of Banking & Finance.
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  253. Forward contracts and market power in an electricity market. (2008). Anderson, Edward J. ; Hu, Xinmin.
    In: International Journal of Industrial Organization.
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  254. Short term forecasting of electricity prices for MISO hubs: Evidence from ARIMA-EGARCH models. (2008). Payne, James ; Bowden, Nicholas .
    In: Energy Economics.
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  255. Intra-day and regime-switching dynamics in electricity price formation. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V..
    In: Energy Economics.
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  256. Storage and the electricity forward premium. (2008). Douglas, Stratford ; Popova, Julia .
    In: Energy Economics.
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  257. Capacity commitment and price volatility in a competitive electricity market. (2008). woo, chi-keung ; Tishler, Asher ; Milstein, Irena .
    In: Energy Economics.
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  258. Stochastic modeling of financial electricity contracts. (2008). Koekebakker, Steen ; Benth, Fred Espen.
    In: Energy Economics.
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  259. Market price of risk implied by Asian-style electricity options and futures. (2008). Weron, Rafał.
    In: Energy Economics.
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  260. Estimating the commodity market price of risk for energy prices. (2008). Ronn, Ehud I. ; Kolos, Sergey P..
    In: Energy Economics.
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  261. Modelling Electricity Prices with Forward Looking Capacity Constraints. (2008). Figueroa, Marcelo ; Cartea, Álvaro ; Geman, Helyette.
    In: Birkbeck Working Papers in Economics and Finance.
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  262. Efficiency of the California electricity reserves market. (2007). Smith, Aaron ; Metaxoglou, Konstantinos.
    In: Journal of Applied Econometrics.
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  263. Equilibrium Forward Contracts on Nonstorable Commodities in the Presence of Market Power. (2007). Liu, Hong ; Dong, Lingxiu.
    In: Operations Research.
    RePEc:inm:oropre:v:55:y:2007:i:1:p:128-145.

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  264. Strategic Spot Trading in Supply Chains. (2007). Mendelson, Haim ; Tunca, Tunay I..
    In: Management Science.
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  265. Vertical Integration and Long-Term Contracts in Risky Markets. (2007). von der Fehr, Nils-Henrik ; Baldursson, Fridrik.
    In: Memorandum.
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  266. Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations. (2007). Mahieu, Ronald ; Schlichter, F. ; Huisman, R..
    In: ERIM Report Series Research in Management.
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  267. Pricing freight rate options. (2007). Koekebakker, Steen ; Adland, Roar ; Sodal, Sigbjorn .
    In: Transportation Research Part E: Logistics and Transportation Review.
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  268. Spot and derivative pricing in the EEX power market. (2007). Menn, Christian ; Rachev, Svetlozar T. ; Truck, Stefan ; Bierbrauer, Michael.
    In: Journal of Banking & Finance.
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  269. Option value of electricity demand response. (2007). Goldman, C. A. ; Krishnarao, P. ; Sezgen, Osman.
    In: Energy.
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  270. Forward contracts in electricity markets: The Australian experience. (2007). Winchester, Donald ; Hu, Xinin ; Anderson, Edward J..
    In: Energy Policy.
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  271. Electricity spot price dynamics: Beyond financial models. (2007). Guthrie, Graeme ; Videbeck, Steen .
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  272. Optimal hedging in European electricity forward markets. (2007). le Pen, Yannick ; Sevi, Yannick .
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  291. The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests. (2005). VISVIKIS, ILIAS ; Kavussanos, Manolis ; Menachof, David.
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  292. Electricity Market Restructuring and Energy Contracts: A Critical Note on the EU Commission’s NEA Decision. (2005). .
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  312. ELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis. (2002). Wang, Ashley ; Longstaff, Francis A.
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  45. Optimal Hedging Under Forward-Looking Behaviour. (1995). Lence, Sergio ; Hayes, Dermot.
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  46. Multiperiod Production with Forward and Option Markets. (1994). Lence, Sergio ; Hayes, Dermot ; Sakong, Yong.
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  47. Multiperiod Production with Forward and Options Markets. (1994). Lence, Sergio ; Hayes, Dermot ; Sakong, Yong.
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  50. THE ROLE OF CAPITAL ADEQUACY REGULATION IN THE HEDGING DECISIONS OF FINANCIAL INTERMEDIARIES. (1987). Morgan, George Emir ; Smith, Stephen D..
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