Blar i UiS Brage på forfatter "Haugom, Erik"
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Determinants of the forward premium in the Nord pool electricity market
Haugom, Erik; Molnar, Peter; Tysdahl, Magne Ødegaard (Peer reviewed; Journal article, 2020)Nord Pool is the leading power market in Europe. It has been documented that the forward contracts traded in this market exhibit a significant forward premium, which could be a sign of market inefficiency. Efficient power ... -
The Forward Premium in the Nord Pool Power Market
Haugom, Erik; Hoff, Guttorm Andre; Molnar, Peter; Mortensen, Maria; Westgaard, Sjur (Journal article; Peer reviewed, 2018-03)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 ...