Open AccessThe Iberian electricity market: analysis of the risk premium in an illiquid market
Author(s) -
Hélder Sebastião,
Marcio V. Ferreira
Publication year - 2018
Publication title -
the journal of energy markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.29
H-Index - 7
eISSN - 1756-3615
pISSN - 1756-3607
DOI - 10.21314/jem.2018.176
Subject(s) - futures contract , risk premium , economics , econometrics , volatility risk premium , volatility (finance) , financial economics , futures market , variance risk premium , market risk , implied volatility
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