Modelling risk for electric power markets
This paper presents a study of the Forward Risk Premia (FRP) in Wholesale Electric Power Market in Colombia (WPMC) showing how the FRP varies throughout the day and how its properties are explained by risk factors. It also shows that expected forward risk premia depends on factors such as variations...
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| Format: | Article |
| Language: | English |
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Universidad Nacional de Colombia
2012-06-01
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| Series: | Innovar: Revista de Ciencias Administrativas y Sociales |
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| Online Access: | http://www.caoni.be/index.php/innovar/article/view/35567 |