The hedging performance of electricity futures on the Nordic power exchange

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A Markov regime switching approach for hedging energy commodities (2008, background): “4 electricity futures Bystrom (2003); for petroleum futures Alizadeh et al.”
A FIRST LOOK AT THE EMPIRICAL RELATION BETWEEN SPOT AND FUTURES ELECTRICITY PRICES IN THE UNITED STATES (2003, background): “Bystrom (2000) examines several alternative specifications for estimating hedge ratios for electricity futures traded on the Nordic Power Exchange Nord Pool.”
A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios (2007, methodology): “…& Francis 1253 http://www.tandf.co.uk/journals DOI: 10.1080/00036840500438970 Aragó and Fernández, 2002; Brooks et al., 2002; Floros and Vougas, 2004) and commodity futures (Baillie and Myers, 1991; Myers, 1991; Bera et al., 1997; Lien et al., 2002; Byström, 2003; Soydemir and Petrie, 2003).”
On the application of the dynamic conditional correlation model in estimating optimal time-varying hedge ratios (2007, methodology): “I. Introduction Hedging with futures has become a widely used tool for risk reduction (e.g. see Benet, 1992; Park and Switzer, 1995; Bystrom, 2003; Yang and Awokuse, 2003; Alizadeh et al., 2004; Spyrou, 2004).”