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Risk premia in electricity derivatives markets
Energy Economics
◽
10.1016/j.eneco.2021.105300
◽
2021
◽
pp. 105300
Author(s):
Bernardina Algieri
◽
Arturo Leccadito
◽
Diana Tunaru
Keyword(s):
Risk Premia
◽
Electricity Derivatives
◽
Derivatives Markets
Download Full-text
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10.2139/ssrn.3092157
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Author(s):
Markus Hang
◽
Jerome Geyer-Klingeberg
◽
Andreas Rathgeber
◽
Lena Wichmann
Keyword(s):
Electric Utility
◽
Electricity Derivatives
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Forecasting Risk Premia for Stocks and Bonds
ICFA Continuing Education Series
◽
10.2469/cp.v1990.n1.4
◽
1990
◽
Vol 1990
(1)
◽
pp. 22-28
Author(s):
Kenneth R. French
Keyword(s):
Risk Premia
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Inflation Expectations from Index-Linked Bonds: Correcting for Liquidity and Inflation Risk Premia
CFA Digest
◽
10.2469/dig.v42.n2.4
◽
2012
◽
Vol 42
(2)
◽
pp. 31-33
Author(s):
Georgeann Portokalis
Keyword(s):
Risk Premia
◽
Inflation Expectations
◽
Inflation Risk
◽
Inflation Risk Premia
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Tails, Fears, and Risk Premia
CFA Digest
◽
10.2469/dig.v42.n2.31
◽
2012
◽
Vol 42
(2)
◽
pp. 68-69
Author(s):
Keith H. Black
Keyword(s):
Risk Premia
Download Full-text
Default Risk Mitigation Mechanisms in Derivatives Markets
SSRN Electronic Journal
◽
10.2139/ssrn.1279459
◽
2008
◽
Author(s):
Rajna Gibson
◽
Carsten Murawski
Keyword(s):
Default Risk
◽
Risk Mitigation
◽
Derivatives Markets
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Cross-Sectional Estimation Biases in Risk Premia and Zero-Beta Excess Returns
SSRN Electronic Journal
◽
10.2139/ssrn.1314594
◽
2009
◽
Author(s):
Jianhua Yuan
◽
Robert Savickas
Keyword(s):
Risk Premia
◽
Excess Returns
◽
Cross Sectional
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Bond Risk Premia and Realized Jump Risk
SSRN Electronic Journal
◽
10.2139/ssrn.1319126
◽
2008
◽
Cited By ~ 11
Author(s):
Jonathan H. Wright
◽
Hao Zhou
Keyword(s):
Risk Premia
◽
Jump Risk
◽
Bond Risk Premia
◽
Bond Risk
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Jump Risk Premia in Short-Term Spread Options: Evidence from the German Electricity Market
SSRN Electronic Journal
◽
10.2139/ssrn.1403817
◽
2009
◽
Cited By ~ 2
Author(s):
Jan Marckhoff
◽
Matthias Muck
Keyword(s):
Electricity Market
◽
Risk Premia
◽
Short Term
◽
Jump Risk
◽
Term Spread
◽
Spread Options
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Inflation Risk Premia in the Term Structure of Interest Rates: Evidence from Euro Area Inflation Swaps
SSRN Electronic Journal
◽
10.2139/ssrn.1456831
◽
2009
◽
Author(s):
Allan Sall Tang Andersen
Keyword(s):
Interest Rates
◽
Term Structure
◽
Euro Area
◽
Risk Premia
◽
Inflation Risk
◽
Inflation Risk Premia
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Risk Premia and Wishart Term Structure Models
SSRN Electronic Journal
◽
10.2139/ssrn.1573184
◽
2010
◽
Cited By ~ 3
Author(s):
Carl Chiarella
◽
Chih-Ying Hsiao
◽
Thuy Duong To
Keyword(s):
Term Structure
◽
Risk Premia
◽
Term Structure Models
Download Full-text
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