| dc.contributor.author | Haugom, Erik | |
| dc.contributor.author | Hoff, Guttorm Andre | |
| dc.contributor.author | Molnar, Peter | |
| dc.contributor.author | Mortensen, Maria | |
| dc.contributor.author | Westgaard, Sjur | |
| dc.date.accessioned | 2018-10-09T13:34:12Z | |
| dc.date.available | 2018-10-09T13:34:12Z | |
| dc.date.created | 2018-06-28T19:13:00Z | |
| dc.date.issued | 2018 | |
| dc.identifier.citation | Emerging markets finance & trade. 2018, 54 (8), 1793-1807. | nb_NO |
| dc.identifier.issn | 1540-496X | |
| dc.identifier.uri | http://hdl.handle.net/11250/2567194 | |
| dc.description.abstract | 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 prices and that there is a significant forward premium in the Nord Pool market, particularly during the winter and autumn. We analyze the impact from several factors on the forward premium. The spot price, and the deviation of water inflow from its usual level, positively affect the forward premium. The variance of the spot price also has a positive effect on the forward premium, but only for the contract closest to delivery. | nb_NO |
| dc.language.iso | eng | nb_NO |
| dc.publisher | Taylor & Francis | nb_NO |
| dc.title | The Forward Premium in the Nord Pool Power Market | nb_NO |
| dc.title.alternative | The Forward Premium in the Nord Pool Power Market | nb_NO |
| dc.type | Journal article | nb_NO |
| dc.type | Peer reviewed | nb_NO |
| dc.description.version | acceptedVersion | nb_NO |
| dc.source.pagenumber | 1793-1807 | nb_NO |
| dc.source.volume | 54 | nb_NO |
| dc.source.journal | Emerging markets finance & trade | nb_NO |
| dc.source.issue | 8 | nb_NO |
| dc.identifier.doi | 10.1080/1540496X.2018.1441021 | |
| dc.identifier.cristin | 1594607 | |
| dc.description.localcode | Locked until 14.9.2019 due to copyright restrictions. This is an [Accepted Manuscript] of an article published by Taylor & Francis in [Emerging Markets Finance and Trade] on [14 Mar 2018], available at https://doi.org/10.1080/1540496X.2018.1441021 | nb_NO |
| cristin.unitcode | 194,60,25,0 | |
| cristin.unitname | Institutt for industriell økonomi og teknologiledelse | |
| cristin.ispublished | true | |
| cristin.fulltext | postprint | |
| cristin.qualitycode | 1 | |
