• The forecasting power of medium-term futures contracts 

      Haugom, Erik; Hoff, Guttorm Andre; Mortensen, Maria; Molnar, Peter; Westgaard, Sjur (Journal article; Peer reviewed, 2014)
      This study investigates whether weekly futures prices, covering the time period 1996–2013, are unbiased predictors of future spot price in the Nordic power market. The results give no clear evidence of bias in the futures ...
    • The Forward Premium in the Nord Pool Power Market 

      Haugom, Erik; Hoff, Guttorm Andre; Molnar, Peter; Mortensen, Maria; Westgaard, Sjur (Journal article; Peer reviewed, 2018)
      This article investigates the forward premium of futures contracts in the Nordic power market for the time period from January 2004 to December 2013. We find that futures prices are biased predictors of the subsequent spot ...