A FIRST LOOK AT THE EMPIRICAL RELATION BETWEEN SPOT AND FUTURES ELECTRICITY PRICES IN THE UNITED STATES

By Hany A. Shawky, Achla Marathe, C. Barrett. 2003

118 citations recorded by the source corpus.

Subfields: Electrical and Electronic Engineering, Finance, Safety, Risk, Reliability and Quality

View Paper: https://www.semanticscholar.org/paper/0e46ba4cd62673201465b3a582747a198d664368

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Electrical and Electronic Engineering

1. A. Saló
2. D. W. Bunn
3. Angelica Gianfreda
4. Janne Kettunen
5. Rafal Weron
6. James W. Taylor
7. Leigh Tesfatsion
8. Florian Ziel

In Finance

1. A. Saló
2. D. W. Bunn
3. Angelica Gianfreda
4. Janne Kettunen

In Safety, Risk, Reliability and Quality

1. A. Saló
2. D. W. Bunn
3. Angelica Gianfreda
4. Janne Kettunen
5. James W. Taylor
6. Rafal Weron
7. Adam Misiorek
8. Lennart Söder

Citations in the corpus

• Optimization of Electricity Retailer's Contract Portfolio Subject to Risk Preferences (2010, methodology): “Our estimated coefficient of t is twice the magnitude of [ 55 ].”
• Integration and shock transmissions across European electricity forward markets (2010, methodology): “A crucial stylised fact is that electricity, once produced cannot be stored in any significant amount, and so forward prices are generally seen as expectations of spot, adjusted perhaps with a risk premium (Bessembinder and Lemmon, 2002; Shawky et al, 2003).”