Browsing NTNU Open by Author "Aga, Kjetil"
Now showing items 1-1 of 1
-
Risk Premium in the Nordic Power Market: A Quantile Regression Analysis
Ringstad, Andreas Won Chul; Aga, Kjetil (Master thesis, 2013)Electricity is a highly volatile commodity and the risk premium affects marketparticipants who use financial contracts. In this thesis, the risk premium in theNordic electricity market is investigated using data from 2009 ...