Electricity markets offer a rich and evolving context in which to research the coevolution of market mechanisms and energy policy. When prices become inefficient, it is usually the case that regulatory...
This study investigates whether weekly futures prices, covering the time period 1996-2013, are unbiased predictors of future spot price in the Nordic power market. The results give no clear evidence of...
Volume 7, Issue 2 (2014)
More Spot price articles
Applied risk management series – article two
An introduction to energy spot price processes
Carbon derivatives pricing: an arbitrageable market
Industry experts are wary of European Commission proposals intended to bring additional safeguards to the spot market
Interdealer broker Icap will launch decimalised pricing on major currency pairs on EBS Spot on February 14, the broker told FX Week.
Portfolio-wide risk management requires a model that accounts correctly for correlations between the spot asset and various futures products. Kjetil Kåresen and Egil Husby discuss a joint multi-fac...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.