Blar i NTNU Open på forfatter "Higgs, Helen"
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Time-varying dependency in European energy markets: an analysis of Nord Pool, European Energy Exchange and Intercontinental Exchange energy commodities
Veka, Steinar; Lien, Gudbrand; Westgaard, Sjur; Higgs, Helen (Journal article; Peer reviewed, 2012)In this paper we investigate the extent to which the price of Nordic electricity derivatives correlates with European Energy Exchange (EEX) and Intercontinental Exchange (ICE) electricity contracts. We also include their ...