Forward Premia in Electricity Markets with Fixed and Flexible Retail Rates: Replication and Extension

What methodologies can be used to analyze forward premia in electricity markets? Silvester Van Koten runs both established and new simulations to replicate the findings of Bassembiner and Lemon (2002) for fixed tariffs, and extends their analysis to flexible tariffs.

November 29, 2021

BylawsCode of ConductPrivacy NoticeTerms of Use © 2021 Global Association of Risk Professionals