The Iberian electricity market: analysis of the risk premium in an illiquid market
This paper analyzes the risk premium in the base-load monthly futures contracts traded on the Iberian electricity market (MIBEL) between July 1, 2006 and March 31, 2017. During this time span, the ex post risk premium on the last trading day presented a relative mean value of 5:77% as well as negati...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2018
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| Texto completo: | http://hdl.handle.net/10316/84806 |
| País: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/84806 |