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

May 5, 2016

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.

We are a not-for-profit organization and the leading globally recognized membership association for risk managers.

weChat QR code.
red QR code.

BylawsCode of ConductPrivacy NoticeTerms of Use © 2024 Global Association of Risk Professionals