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    Number of items: 2.

    Article

    Benth, F.E. and Cartea, Alvaro and Kiesel, R. (2008) Pricing forward contracts in power markets by the certainty equivalence principle: explaining the sign of the market risk premium. Journal of Banking & Finance 32 (10), pp. 2006-2021. ISSN 0378-4266.

    Monograph

    Benth, F.E. and Cartea, Andrea and Kiesel, Ruediger (2007) Pricing forward contracts in power markets by the Certainty Equivalence Principle: explaining the sign of the market risk premium. Working Paper. Birkbeck, University of London, London, UK.

    This list was generated on Tue Oct 19 15:42:45 2021 BST.