Relation between short-term and long-term contracts on the electricity markets in Europe

Usually, long-term prices on the power exchanges are on average higher compared to the short-term ones. It is possible to exploit this pattern when developing power market related trading strategies. Furthermore, if there is a way to establish situations in which premiums of forward and futures pric...

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Main Authors:	Dudić Branislav, Dudić Zdenka, Janković Zoran
Format:	Article
Language:	srp
Published:	University Business Academy - Faculty of Economics and Engineering Management, Novi Sad, Serbia 2019-01-01
Series:	Ekonomija: teorija i praksa
Subjects:	electricity markets electricity contracts trading electricity exchange risk premiums electricity trading pricing strategies
Online Access:	https://scindeks-clanci.ceon.rs/data/pdf/2217-5458/2019/2217-54581901001D.pdf

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spelling	doaj-0c83e0804cc042b495d92c04fa369bd62020-11-25T01:40:08ZsrpUniversity Business Academy - Faculty of Economics and Engineering Management, Novi Sad, SerbiaEkonomija: teorija i praksa2217-54582620-02282019-01-011211102217-54581901001DRelation between short-term and long-term contracts on the electricity markets in EuropeDudić Branislav0Dudić Zdenka1Janković Zoran2University Business Academy, Faculty of Economics and Engineering Management, Novi Sad + Comenius University, Faculty of Management, Bratislava, SlovakiaUniversity Business Academy, Faculty of Economics and Engineering Management, Novi SadUniversity Business Academy, Faculty of Economics and Engineering Management, Novi SadUsually, long-term prices on the power exchanges are on average higher compared to the short-term ones. It is possible to exploit this pattern when developing power market related trading strategies. Furthermore, if there is a way to establish situations in which premiums of forward and futures prices over spots are higher than usual, some revenue increasing possibilities for the market players are available. These issues are analyzed in this article on the example of Czech & Slovak, German and Nordic electricity markets. Specific recommendations are also provided to the parties who trade on the electricity exchanges.https://scindeks-clanci.ceon.rs/data/pdf/2217-5458/2019/2217-54581901001D.pdfelectricity marketselectricity contracts tradingelectricity exchangerisk premiumselectricity tradingpricing strategies
collection	DOAJ
language	srp
format	Article
sources	DOAJ
author	Dudić Branislav Dudić Zdenka Janković Zoran
spellingShingle	Dudić Branislav Dudić Zdenka Janković Zoran Relation between short-term and long-term contracts on the electricity markets in Europe Ekonomija: teorija i praksa electricity markets electricity contracts trading electricity exchange risk premiums electricity trading pricing strategies
author_facet	Dudić Branislav Dudić Zdenka Janković Zoran
author_sort	Dudić Branislav
title	Relation between short-term and long-term contracts on the electricity markets in Europe
title_short	Relation between short-term and long-term contracts on the electricity markets in Europe
title_full	Relation between short-term and long-term contracts on the electricity markets in Europe
title_fullStr	Relation between short-term and long-term contracts on the electricity markets in Europe
title_full_unstemmed	Relation between short-term and long-term contracts on the electricity markets in Europe
title_sort	relation between short-term and long-term contracts on the electricity markets in europe
publisher	University Business Academy - Faculty of Economics and Engineering Management, Novi Sad, Serbia
series	Ekonomija: teorija i praksa
issn	2217-5458 2620-0228
publishDate	2019-01-01
description	Usually, long-term prices on the power exchanges are on average higher compared to the short-term ones. It is possible to exploit this pattern when developing power market related trading strategies. Furthermore, if there is a way to establish situations in which premiums of forward and futures prices over spots are higher than usual, some revenue increasing possibilities for the market players are available. These issues are analyzed in this article on the example of Czech & Slovak, German and Nordic electricity markets. Specific recommendations are also provided to the parties who trade on the electricity exchanges.
topic	electricity markets electricity contracts trading electricity exchange risk premiums electricity trading pricing strategies
url	https://scindeks-clanci.ceon.rs/data/pdf/2217-5458/2019/2217-54581901001D.pdf
work_keys_str_mv	AT dudicbranislav relationbetweenshorttermandlongtermcontractsontheelectricitymarketsineurope AT dudiczdenka relationbetweenshorttermandlongtermcontractsontheelectricitymarketsineurope AT jankoviczoran relationbetweenshorttermandlongtermcontractsontheelectricitymarketsineurope
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Relation between short-term and long-term contracts on the electricity markets in Europe

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