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Does the forward premium anomaly depend on the sample period used or on the sign of the premium?

✍ Scribed by Su Zhou; Ali M. Kutan

Book ID
113664071
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
103 KB
Volume
14
Category
Article
ISSN
1059-0560

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One-day forward premiums and the impact
One-day forward premiums and the impact of virtual bidding on the New York wholesale electricity market using hourly data
✍ Lester Hadsell; Hany A. Shawky πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 129 KB

## Abstract This study examines one‐day forward premiums at the hourly level on the New York independent systems operator wholesale electricity market for the period 2001–2005. Examining two representative zones, the authors show that premiums vary by hour of day, day of week, and month. We report