Using Machine Learning to Profit on the Risk Premium of the Nordic Electricity Futures
This study investigates the use of several trading strategies, based on Machine Learning methods, to profit on the risk premium of the Nordic electricity base-load week futures. The information set is only composed by financial data from January 02, 2006 to November 15, 2017. The results point out t...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2020
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10316/93817 |
| País: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/93817 |