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10 items by relevance
1 Journal article

Constructing forward price curves in electricity markets

Fleten, S.-E.; Lemming, Jørgen Kjærgaard

Energy Economics — 2003, Volume 25, Issue 5, pp. 409-424

We present and analyze a method for constructing approximated high-resolution forward price curves in electricity markets. Because a limited number of forward or futures contracts are traded in the market, only a limited picture of the theoretical continuous forward price curve is available

Year: 2003

Language: English

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2 Conference paper

Constructing forward price curves in electricity markets

Lemming, J.

Risk Management and Investments in a Liberalized Electricity Market. Conference Proceedings — 2001

Year: 2001

Language: English

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