Blar i NTNU Open på forfatter "Tysdahl, Magne Ødegaard"
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Determinants of the forward premium in the Nord pool electricity market
Haugom, Erik; Molnar, Peter; Tysdahl, Magne Ødegaard (Peer reviewed; Journal article, 2020)Nord Pool is the leading power market in Europe. It has been documented that the forward contracts traded in this market exhibit a significant forward premium, which could be a sign of market inefficiency. Efficient power ... -
Modelling and predicting the Distribution of Risk Premia in Mid-Term Electricity Futures
Tysdahl, Magne Ødegaard (Master thesis, 2015)This thesis examines risk premia in mid-term electricity futures traded in the Nordic electricity market Nord Pool using a time series of 8 years worth of data. Using OLS and quantile regression the relationship between ...