𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Global energy and electricity futures

✍ Scribed by Starr, C.

Book ID
117878116
Publisher
IEEE
Year
1991
Tongue
English
Weight
493 KB
Volume
11
Category
Article
ISSN
0272-1724

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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