Publications

Type of Publication: Article in Journal

Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium

Author(s):
F.E. Benth, A. Cartea and R. Kiesel
Title of Journal:
Journal of Banking and Finance
Volume (Publication Date):
32 (2008)
Number of Issue:
10
pages:
2006-2021
Digital Object Identifier (DOI):
doi:10.1016/j.jbankfin.2007.12.022
Link to complete version:
http://www.sciencedirect.com/science/article/pii/S0378426607004256
Citation:
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