Madrid, Madrid 28014
Comisión Nacional de Energía
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electricity prices, seasonality, mean reversion, GARCH, jumps, unit root test, bootstrap
power prices, demand, capacity, forward premium, forward bias, market price of capacity risk, market price of demand risk, PJM, England and Wales, Nord Pool
Electricity forward premia, forward risk premium, electricity prices
Spot electricity prices, GARCH models, conditional volatility, conditional skewness, Gram-Charlier expansions
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