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Expectations and forward risk premium in the Spanish deregulated power market. (2010). Furio, Dolores ; Meneu, Vicente .
In: Energy Policy.
RePEc:eee:enepol:v:38:y:2010:i:2:p:784-793.

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Cited: 25

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  1. Theory of storage implications in the European natural gas market. (2023). Torro, Hipolit ; Martinez, Beatriz.
    In: Journal of Commodity Markets.
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  2. The relationship between day-ahead and future prices in electricity markets: An empirical analysis on Italy, France, Germany, and Switzerland. (2022). Caporin, Massimiliano ; Fontini, Fulvio ; Bonaldo, Cinzia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001529.

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  3. Time-zero Efficiency of European Power Derivatives Markets. (2022). Rodriguez, Rosa ; Pena, Juan Ignacio.
    In: Papers.
    RePEc:arx:papers:2202.01737.

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  4. 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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  5. The risk premia of energy futures. (2021). Miffre, Joelle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003467.

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  6. Predictive Trading Strategy for Physical Electricity Futures. (2020). Ramirez-Rosado, Ignacio J ; Fernandez-Jimenez, Alfredo L ; Monteiro, Claudio.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:14:p:3555-:d:382736.

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  7. Demand response, market design and risk: A literature review. (2020). Soares, Isabel ; Sousa, Joana.
    In: Utilities Policy.
    RePEc:eee:juipol:v:66:y:2020:i:c:s0957178720300783.

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  8. The impact of the generation mix on the current regulatory framework for hydropower remuneration in Brazil. (2020). Bhagwat, Pradyumna C ; Goulart, Bruno.
    In: Energy Policy.
    RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519307165.

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  9. 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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  10. 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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  11. Analysis of risk premium in UK natural gas futures. (2018). Torro, Hipolit ; Martinez, Beatriz.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:58:y:2018:i:c:p:621-636.

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  12. Forward risk premia in long-term transmission rights: The case of electricity price area differentials (EPAD) in the Nordic electricity market. (2018). Spodniak, Petr ; Collan, Mikael.
    In: Utilities Policy.
    RePEc:eee:juipol:v:50:y:2018:i:c:p:194-206.

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  13. The impact of the 2030 Climate and Energy Framework Agreement on electricity prices in MIBEL: A mixed-methods approach. (2018). Estevo, Joo ; Raposo, Clara .
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:89:y:2018:i:c:p:411-417.

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  14. Default supply auctions in electricity markets: Challenges and proposals. (2018). Pea, Juan Ignacio ; Rodriguez, Rosa.
    In: Energy Policy.
    RePEc:eee:enepol:v:122:y:2018:i:c:p:142-151.

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  15. 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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  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. Determinants of the Atlantic salmon futures risk premium. (2016). Misund, BÃ¥rd ; Oglend, Atle ; Asche, Frank.
    In: Journal of Commodity Markets.
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  18. Time-zero efficiency of European power derivatives markets. (2016). Pea, Juan Ignacio ; Rodriguez, Rosa.
    In: Energy Policy.
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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. 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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  21. 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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  22. 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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  23. Evaluation of the trading development in the Iberian Energy Derivatives Market. (2012). Herraiz, alvaro Capitan ; Rodriguezmonroy, Carlos .
    In: Energy Policy.
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  24. 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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  25. 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 .
    In: MPRA Paper.
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