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):

Benth, F. E.; Cartea, A.; Kiesel, R.

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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