Lillehammer , 2624
Lillehammer University College
Norwegian University of Science and Technology (NTNU)
Real options, uncertainty, compound exchange options, spark spread, commodity prices
High-frequency, realized volatility, oil prices, Value-at-Risk, Percentile-percentile plot
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: OPEC.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
electricity, risk premium, forward premium, futures, Nord Pool
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2789669.
futures prices, Nordic power market
oil prices, realized volatility, implied volatility, volatility forecasting
Implied volatility, realized volatility, electricity, forwards, options
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