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Bond Pricing Before and after EMU From the Experience of the ``European South''

✍ Scribed by Angelos A. Antzoulatos and Eleni Klinaki

Book ID
125715455
Publisher
Center for Economic Integration
Year
2002
Tongue
English
Weight
799 KB
Volume
17
Category
Article
ISSN
1225-651X

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## Abstract This study investigates the pricing of electricity futures at the European Energy Exchange (EEX) over the period 2002 through 2004. To calculate theoretical contract values, the reduced‐form models of J. J. Lucia and E. S. Schwartz (2002) are used, and a thorough empirical analysis by m