One-day forward premiums and the impact of virtual bidding on the New York wholesale electricity market using hourly data

Article Abstract:

Hourly data on one-day forward premiums from 1 January 2001 to 29 March 2005 were studied to determine the effect of virtual bidding on the New York wholesale electricity spot market. Virtual bidding was associated with lower premiums during offpeak or near-offpeak hours and with higher premiums during peak hours.

Science & research, New York, Sales Promotion-Premiums, Research, Influence, Electric power, Letting of contracts, Competitive bidding, Premiums (Retail), Report

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A first look at the empirical relation between spot and futures electricity prices in the United States

Article Abstract:

The futures market for electricity approximates an efficient market. The relationship between futures and spots is examined with a vector autoregression.

United States, Analysis, Commodity futures

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The pricing of electricity futures: evidence from the European energy exchange

Article Abstract:

A study on high price volatility of electricity derivatives in European energy exchange, using one and two factor models, is presented.

Europe, Securities issued, listed, Pricing Policy, Usage, Pricing, Securities, Company securities, Factor analysis, Discriminant analysis, Product price

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