Browsing Institutt for industriell økonomi og teknologiledelse by Author "Hagen, Liv Aune"
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The overnight risk premium in electricity forward contracts
Fleten, Stein-Erik; Hagen, Liv Aune; Nygård, Maria Tandberg; Smith-Sivertsen, Ragnhild Brita; Sollie, Johan Magne (Journal article; Peer reviewed, 2015)We analyze the risk premium on electricity forward contracts traded for the Nordic and German/Austrian electricity markets. We argue that finding risk premiums by analyzing overnight returns is more relevant than the ...