Forward Premia in Electricity Markets with Fixed and Flexible Retail Rates: Replication and Extension
May 5, 2016
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.
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