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Contracts for Difference (CfDs) are forwards on the spread between an areaprice and the system price. Together with the system price forwards, theseproducts are used to hedge the area price risk in the Nordic electricitymarket. The CfDs are typically available for the next two months, threequarters and three years. This is fine, except that CfDs are not traded atNASDAQ OMX Commodities for every Nord Pool Spot price area. We therefore askthe hypothetical question: What would the CfD market price have been, say inthe price area NO2, if it had been traded? We build regression models for eachobservable price area, and use Bayesian elicitation techniques to obtain priorinformation on how similar the different price areas are to forecast the pricein an area where CfDs are not traded.

Coping with area price risk in electricity markets: Forecasting Contracts for Difference in the Nordic power market