Journal of Energy Markets - Risk.net
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Journal of Energy MarketsModeling energy spreads with a generalized novel mean-reverting stochastic process
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> In this paper, the authors investigate the new mean-reverting RW and its continuous-time limit, introduced by Moosavi and Davison (2016). <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2480152/modeling-energy-spreads-with-a-generalized-novel-mean-reverting-stochastic-process
http://www.risk.net/journal-of-energy-markets/technical-paper/2480152/modeling-energy-spreads-with-a-generalized-novel-mean-reverting-stochastic-processThu, 12 Jan 2017 09:00:00 +0000Latest Issue: Volume 9, Number 4 (December 2016)
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
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http://www.risk.net/journal-of-energy-markets/journal/2478141/latest-issue-volume-9-number-4-december-2016
http://www.risk.net/journal-of-energy-markets/journal/2478141/latest-issue-volume-9-number-4-december-2016Wed, 23 Nov 2016 09:50:00 +0000On the role of structural breaks in identifying the dynamic conditional linkages between stock and commodity markets
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> In this paper, the authors explore the time-varying linkages between two strategic commodities covering the energy sector (crude oil and natural gas) and the QE Al Rayan Islamic Index over the period March 15, 2011–December 25, 2014. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2475580/on-the-role-of-structural-breaks-in-identifying-the-dynamic-conditional-linkages-between-stock-and-commodity-markets
http://www.risk.net/journal-of-energy-markets/technical-paper/2475580/on-the-role-of-structural-breaks-in-identifying-the-dynamic-conditional-linkages-between-stock-and-commodity-marketsWed, 23 Nov 2016 09:00:00 +0000Modeling Alberta power prices through fundamentals
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> The authors of this paper model medium- and long-term Alberta power prices by identifying the primary price drivers and characterizing their dynamics in an engineering-based bottom-up model. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2475576/modeling-alberta-power-prices-through-fundamentals
http://www.risk.net/journal-of-energy-markets/technical-paper/2475576/modeling-alberta-power-prices-through-fundamentalsWed, 23 Nov 2016 09:00:00 +0000Zonal merit-order effects of wind generation development on day-ahead and real-time electricity market prices in Texas
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper uses a regression-based approach to explore the impact of wind generation development on wholesale electricity prices in the ERCOT market. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2475573/zonal-merit-order-effects-of-wind-generation-development-on-day-ahead-and-real-time-electricity-market-prices-in-texas
http://www.risk.net/journal-of-energy-markets/technical-paper/2475573/zonal-merit-order-effects-of-wind-generation-development-on-day-ahead-and-real-time-electricity-market-prices-in-texasThu, 10 Nov 2016 09:00:00 +0000The Nordic futures market for power: finally mature and efficient?
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> The authors of this paper study the forecasting performance of Nordic power futures in order to see whether the futures bias reported in a number of previous studies still prevails and, if so, whether this means that the market is inefficient. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2475569/the-nordic-futures-market-for-power-finally-mature-and-efficient
http://www.risk.net/journal-of-energy-markets/technical-paper/2475569/the-nordic-futures-market-for-power-finally-mature-and-efficientMon, 31 Oct 2016 09:00:00 +0000Systematic analysis of the evolution of electricity and carbon markets under deep decarbonization
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http://www.risk.net/journal-of-energy-markets/journal-paper/2471691/systematic-analysis-of-the-evolution-of-electricity-and-carbon-markets-under-deep-decarbonization
http://www.risk.net/journal-of-energy-markets/journal-paper/2471691/systematic-analysis-of-the-evolution-of-electricity-and-carbon-markets-under-deep-decarbonizationFri, 02 Sep 2016 16:13:00 +0100Volume 9, Number 3 (September 2016)
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
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http://www.risk.net/journal-of-energy-markets/journal/2469363/latest-issue-volume-9-number-3-september-2016
http://www.risk.net/journal-of-energy-markets/journal/2469363/latest-issue-volume-9-number-3-september-2016Fri, 02 Sep 2016 10:50:00 +0100Systematic analysis of the evolution of electricity and carbon markets under deep decarbonization
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> A computationally intensive, multimethod modeling process is undertaken to address the question of whether carbon markets can offer the desired solution of balancing initiatives for technological change while maintaining a commitment to market liberalization. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2469357/systematic-analysis-of-the-evolution-of-electricity-and-carbon-markets-under-deep-decarbonization
http://www.risk.net/journal-of-energy-markets/technical-paper/2469357/systematic-analysis-of-the-evolution-of-electricity-and-carbon-markets-under-deep-decarbonizationFri, 02 Sep 2016 10:40:00 +0100The determinants of regime switching in the natural gas and crude oil cointegrating relationship
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http://www.risk.net/journal-of-energy-markets/journal-paper/2471666/the-determinants-of-regime-switching-in-the-natural-gas-and-crude-oil-cointegrating-relationship
http://www.risk.net/journal-of-energy-markets/journal-paper/2471666/the-determinants-of-regime-switching-in-the-natural-gas-and-crude-oil-cointegrating-relationshipWed, 17 Aug 2016 16:08:00 +0100The determinants of regime switching in the natural gas and crude oil cointegrating relationship
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper aims to find determinants of the endogenous regime-switching process underlying the cointegrating relationship between natural gas and crude oil. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2467288/the-determinants-of-regime-switching-in-the-natural-gas-and-crude-oil-cointegrating-relationship
http://www.risk.net/journal-of-energy-markets/technical-paper/2467288/the-determinants-of-regime-switching-in-the-natural-gas-and-crude-oil-cointegrating-relationshipWed, 17 Aug 2016 11:30:00 +0100An analysis of energy futures
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http://www.risk.net/journal-of-energy-markets/journal-paper/2471675/an-analysis-of-energy-futures
http://www.risk.net/journal-of-energy-markets/journal-paper/2471675/an-analysis-of-energy-futuresFri, 12 Aug 2016 16:17:00 +0100An analysis of energy futures
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> The authors of this study investigate the distributions of returns on crude oil, heating oil and natural gas futures. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2466315/an-analysis-of-energy-futures
http://www.risk.net/journal-of-energy-markets/technical-paper/2466315/an-analysis-of-energy-futuresFri, 12 Aug 2016 11:50:00 +0100The convenience yield implied in the European natural gas markets: the impact of storage and weather
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http://www.risk.net/journal-of-energy-markets/journal-paper/2471682/the-convenience-yield-implied-in-the-european-natural-gas-markets-the-impact-of-storage-and-weather
http://www.risk.net/journal-of-energy-markets/journal-paper/2471682/the-convenience-yield-implied-in-the-european-natural-gas-markets-the-impact-of-storage-and-weatherThu, 04 Aug 2016 16:21:00 +0100The convenience yield implied in the European natural gas markets: the impact of storage and weather
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper aims to determine the convenience yield implied in the European natural gas markets by investigating driving factors and according dynamics. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2466310/the-convenience-yield-implied-in-the-european-natural-gas-markets-the-impact-of-storage-and-weather
http://www.risk.net/journal-of-energy-markets/technical-paper/2466310/the-convenience-yield-implied-in-the-european-natural-gas-markets-the-impact-of-storage-and-weatherThu, 04 Aug 2016 13:00:00 +0100Volume 9, Number 2 (June 2016)
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> The papers in this issue are all related to energy risk management, including both risk assessment and risk hedging by financial derivatives. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/journal/2457997/latest-issue-volume-9-number-2-june-2016
http://www.risk.net/journal-of-energy-markets/journal/2457997/latest-issue-volume-9-number-2-june-2016Wed, 01 Jun 2016 13:50:00 +0100Static mitigation of volumetric risk
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper formulates a functional optimization problem over a set of regular payoff functions to deal with the joint mitigation of combined price–volume risk using purely financial tools.
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http://www.risk.net/journal-of-energy-markets/technical-paper/2457758/static-mitigation-of-volumetric-risk
http://www.risk.net/journal-of-energy-markets/technical-paper/2457758/static-mitigation-of-volumetric-riskWed, 01 Jun 2016 11:25:00 +0100Managing temperature-driven volume risks
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper proposes a stochastic model for coupled natural gas spot prices and temperature. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2457756/managing-temperature-driven-volume-risks
http://www.risk.net/journal-of-energy-markets/technical-paper/2457756/managing-temperature-driven-volume-risksThu, 26 May 2016 10:43:00 +0100Risk management and portfolio optimization for gas- and coal-fired power plants in Germany: a multivariate GARCH approach
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper investigates the hedging effectiveness of energy derivatives traded at the EEX for the purpose of mitigating the risk exposure of gas- and coal-fired power plants in Germany. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2457755/risk-management-and-portfolio-optimization-for-gas-and-coal-fired-power-plants-in-germany-a-multivariate-garch-approach
http://www.risk.net/journal-of-energy-markets/technical-paper/2457755/risk-management-and-portfolio-optimization-for-gas-and-coal-fired-power-plants-in-germany-a-multivariate-garch-approachThu, 19 May 2016 14:00:00 +0100Two sides of the same coin: risk measures in the energy markets
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper investigates whether there are existing common model features that yield consistently superior results under both VaR and ES risk metrics in the energy commodities markets. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2457287/two-sides-of-the-same-coin-risk-measures-in-the-energy-markets
http://www.risk.net/journal-of-energy-markets/technical-paper/2457287/two-sides-of-the-same-coin-risk-measures-in-the-energy-marketsThu, 12 May 2016 14:50:00 +0100Extreme value theory for heavy tails in electricity prices
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper looks at hourly spot prices at the German electricity market and applies extreme value theory (EVT) to investigate the tails of the price change distribution. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2455973/extreme-value-theory-for-heavy-tails-in-electricity-prices
http://www.risk.net/journal-of-energy-markets/technical-paper/2455973/extreme-value-theory-for-heavy-tails-in-electricity-pricesWed, 04 May 2016 14:45:00 +0100Probabilistic forecasting of medium-term electricity demand: a comparison of time series models
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper focuses on medium-term probabilistic forecasting for risk management purposes. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2455962/probabilistic-forecasting-of-medium-term-electricity-demand-a-comparison-of-time-series-models
http://www.risk.net/journal-of-energy-markets/technical-paper/2455962/probabilistic-forecasting-of-medium-term-electricity-demand-a-comparison-of-time-series-modelsTue, 26 Apr 2016 14:05:00 +0100Volume 9, Number 1 (March 2016)
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> The topics in this issue cover electricity and gas and oil markets, as well as the interaction of energy commodities and international capital markets. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/journal/2449856/latest-issue-volume-9-number-1-march-2016
http://www.risk.net/journal-of-energy-markets/journal/2449856/latest-issue-volume-9-number-1-march-2016Mon, 07 Mar 2016 11:20:00 +0000Pricing crude oil options using Lévy processes
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<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper employs the fractional fast Fourier transform to calibrate parameters in an optimization setup. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2442957/pricing-crude-oil-options-using-levy-processes
http://www.risk.net/journal-of-energy-markets/technical-paper/2442957/pricing-crude-oil-options-using-levy-processesMon, 07 Mar 2016 10:55:00 +0000Ex post payoffs of a tolling agreement for natural gas-fired generation in Texas
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper explores the problem of insufficient investment incentives for natural gas-fired generation in the ERCOT. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2442953/ex-post-payoffs-of-a-tolling-agreement-for-natural-gas-fired-generation-in-texas
http://www.risk.net/journal-of-energy-markets/technical-paper/2442953/ex-post-payoffs-of-a-tolling-agreement-for-natural-gas-fired-generation-in-texasMon, 07 Mar 2016 10:55:00 +0000A method of forecasting wholesale electricity market prices
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper employs the least-action principle to model the complex relationship between expected load and expected price in electricity spot markets. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2442390/a-method-of-forecasting-wholesale-electricity-market-prices
http://www.risk.net/journal-of-energy-markets/technical-paper/2442390/a-method-of-forecasting-wholesale-electricity-market-pricesMon, 07 Mar 2016 10:55:00 +0000A dynamic conditional correlation between commodities and the Islamic stock market
<p><img alt="image-tiles-jem" src="http://www.risk.net/IMG/479/337479/image-tiles-jem-320x198.png" title="" /></p>
<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper focusses on the dynamics of the correlations between commodities and Islamic indexes. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2442964/a-dynamic-conditional-correlation-between-commodities-and-the-islamic-stock-market
http://www.risk.net/journal-of-energy-markets/technical-paper/2442964/a-dynamic-conditional-correlation-between-commodities-and-the-islamic-stock-marketMon, 07 Mar 2016 10:50:00 +0000Volume 8, Number 4 (December 2015)
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http://www.risk.net/journal-of-energy-markets/journal/2437511/latest-issue-volume-8-number-4-december-2015
http://www.risk.net/journal-of-energy-markets/journal/2437511/latest-issue-volume-8-number-4-december-2015Wed, 02 Dec 2015 13:25:00 +0000Facilitating appropriate compensation of electric energy and reserve through standardized contracts with swing
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<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This study focuses on standardized energy and reserve contracts with swing (flexibility) in their contractual terms. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2436705/facilitating-appropriate-compensation-of-electric-energy-and-reserve-through-standardized-contracts-with-swing
http://www.risk.net/journal-of-energy-markets/technical-paper/2436705/facilitating-appropriate-compensation-of-electric-energy-and-reserve-through-standardized-contracts-with-swingWed, 02 Dec 2015 13:00:00 +0000Approximation of the price dynamics of heating degree day and cooling degree day temperature futures
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<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper proposes an approximation that makes the price dynamics of HDD and CDD temperature futures linearly dependent on the underlying temperature. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2436703/approximation-of-the-price-dynamics-of-heating-degree-day-and-cooling-degree-day-temperature-futures
http://www.risk.net/journal-of-energy-markets/technical-paper/2436703/approximation-of-the-price-dynamics-of-heating-degree-day-and-cooling-degree-day-temperature-futuresWed, 02 Dec 2015 13:00:00 +0000Calculation of a term structure power price equilibrium with ramping constraints
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<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper proposes a tractable quadratic programming formulation for calculating the equilibrium term structure of electricity prices. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2436690/calculation-of-a-term-structure-power-price-equilibrium-with-ramping-constraints
http://www.risk.net/journal-of-energy-markets/technical-paper/2436690/calculation-of-a-term-structure-power-price-equilibrium-with-ramping-constraintsWed, 02 Dec 2015 13:00:00 +0000Electricity futures prices: time-varying sensitivity to fundamentals
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<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper looks at the time-varying relation between electricity futures prices and fundamentals. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2436650/electricity-futures-prices-time-varying-sensitivity-to-fundamentals
http://www.risk.net/journal-of-energy-markets/technical-paper/2436650/electricity-futures-prices-time-varying-sensitivity-to-fundamentalsThu, 26 Nov 2015 11:55:00 +0000Which risk–collateral channels affect loan management?
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<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This study examines the empirical relation between loan risk and the economic characteristics of collateral, each of which may be associated with the empirical dominance of different risk-collateral channels implied by economic theory. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2425678/which-risk-collateral-channels-affect-loan-management
http://www.risk.net/journal-of-energy-markets/technical-paper/2425678/which-risk-collateral-channels-affect-loan-managementFri, 25 Sep 2015 11:10:00 +0100The informational role of spot prices and inventories
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<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> The authors of this paper argue that fundamental determinants of speculative futures trading may have been misinterpreted by some as “excessive” speculation in the energy markets in recent years. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2424619/the-informational-role-of-spot-prices-and-inventories
http://www.risk.net/journal-of-energy-markets/technical-paper/2424619/the-informational-role-of-spot-prices-and-inventoriesFri, 25 Sep 2015 11:05:00 +0100Risk evaluation of wind turbine investments
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<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper assesses the risk inherent in wind turbine investments that rely on a power market in order to determine the selling price of generated power. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2422831/risk-evaluation-of-wind-turbine-investments
http://www.risk.net/journal-of-energy-markets/technical-paper/2422831/risk-evaluation-of-wind-turbine-investmentsFri, 25 Sep 2015 11:05:00 +0100Forecasting of carbon emissions prices by the adaptive neuro–fuzzy inference system
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http://www.risk.net/journal-of-energy-markets/technical-paper/2421370/forecasting-of-carbon-emissions-prices-by-the-adaptive-neuro-fuzzy-inference-system
http://www.risk.net/journal-of-energy-markets/technical-paper/2421370/forecasting-of-carbon-emissions-prices-by-the-adaptive-neuro-fuzzy-inference-systemFri, 25 Sep 2015 11:05:00 +0100Estimation of risk measures on electricity markets with fat-tailed distributions
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<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper proposes an AR–GARCH-type EVT model with various innovations for energy price risk quantification. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2420403/estimation-of-risk-measures-on-electricity-markets-with-fat-tailed-distributions
http://www.risk.net/journal-of-energy-markets/technical-paper/2420403/estimation-of-risk-measures-on-electricity-markets-with-fat-tailed-distributionsFri, 25 Sep 2015 11:00:00 +0100Volume 8, Number 3 (September 2015)
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http://www.risk.net/journal-of-energy-markets/journal/2427594/latest-issue-volume-8-number-3-september-2015
http://www.risk.net/journal-of-energy-markets/journal/2427594/latest-issue-volume-8-number-3-september-2015Fri, 25 Sep 2015 10:55:00 +0100Covered option strategies in Nordic electricity markets
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<p><!-- subheading --> <!-- end-subheading --> <!-- summary --> This paper deals with the performance of popular option strategies in the Nordic power derivatives market. <!-- end-summary --></p>
http://www.risk.net/journal-of-energy-markets/technical-paper/2419384/covered-option-strategies-in-nordic-electricity-markets
http://www.risk.net/journal-of-energy-markets/technical-paper/2419384/covered-option-strategies-in-nordic-electricity-marketsFri, 25 Sep 2015 10:55:00 +0100