Pricing Forward Contracts in Power Markets By the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium

By Fred Espen Benth, Á. Cartea, Ruediger Kiesel. 2008

172 citations recorded by the source corpus.

Subfields: Electrical and Electronic Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/c7af94d231939ae02a474c2845f39df99fe2f24b

Citations in the corpus

• Spot Price Modeling and the Valuation of Electricity Forward Contracts: The Role of Demand and Capacity (2007, unknown): “In commodities markets, and especially in power markets, understanding the behavior of the forward premium poses interesting challenges (see for example Benth, Cartea, and Kiesel (2007)).”