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Dynamic pricing of electricity for residential customers: the evidence from Michigan

✍ Scribed by Ahmad Faruqui, Sanem Sergici, Lamine Akaba


Book ID
120901322
Publisher
Springer-Verlag
Year
2013
Tongue
English
Weight
234 KB
Volume
6
Category
Article
ISSN
1570-646X

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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