Exploració per autor "Capitan Herráiz, Alvaro"

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    • Empirical evaluation of the efficiency of the Iberian power futures market 

      Capitan Herráiz, Alvaro; Rodríguez Monroy, Carlos (School of Industrial and Aeronautic Engineering of Terrassa (ETSEIAT). Universitat Politècnica de Catalunya (UPC), 2008-12)
      Article
      Accés obert
      Market efficiency is analysed for the Iberian Power Futures Market and other European Power Markets, as well as other fuel markets through evaluation of ex-post Forward Risk Premium. The equilibrium price from compulsory ...