Jens Wimschulte

Independent

SCHOLARLY PAPERS

3

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Intra-Day Risk Premia in European Electricity Forward Markets

The Journal of Energy Markets, Forthcoming
Posted: 14 Jul 2009 Last Revised: 08 Oct 2009
Ehud I. Ronn and Jens Wimschulte
University of Texas at Austin - Department of Finance and Independent

Abstract:

Loading...

Electricity Forwards, Intra-Day Prices, Risk Premium, Market Price of Risk

2.

The Pricing of Dividend Futures in the European Market: A First Empirical Analysis

Journal of Derivatives & Hedge Funds, Vol. 16, pp. 136-143, 2010
Posted: 19 Mar 2009 Last Revised: 22 Jan 2011
Sascha Wilkens and Jens Wimschulte
Independent and Independent

Abstract:

Loading...

Dividends, derivatives, futures, swaps, European market

3.

Locational Price Spreads and the Pricing of Contracts for Difference: Evidence from the Nordic Market

Energy Economics, Vol. 31, No. 2, 2009
Posted: 09 May 2008 Last Revised: 15 May 2009
Jan Marckhoff and Jens Wimschulte
University of Bamberg and Independent

Abstract:

Loading...

Electricity, Contract for Difference, Implied Area Forward, Risk Premium