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dc.contributor.authorHaugom, Erik
dc.contributor.authorHoff, Guttorm Andre
dc.contributor.authorMolnar, Peter
dc.contributor.authorMortensen, Maria
dc.contributor.authorWestgaard, Sjur
dc.date.accessioned2019-10-17T09:29:53Z
dc.date.available2019-10-17T09:29:53Z
dc.date.created2018-06-28T19:13:00Z
dc.date.issued2018-03
dc.identifier.citationHaugom, E. et al. (2018) The Forward Premium in the Nord Pool Power Market. Emerging markets finance & trade. 54(8), pp. 1793-1807.nb_NO
dc.identifier.issn1540-496X
dc.identifier.urihttp://hdl.handle.net/11250/2622737
dc.descriptionThis is an Accepted Manuscript of an article published by Taylor & Francis in Emerging Markets Finance and Trade on 14 March 2018, available online: http://www.tandfonline.com/10.1080/1540496X.2018.1441021.nb_NO
dc.description.abstractThis 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.isoengnb_NO
dc.publisherRoutledge (Taylor & Francis)nb_NO
dc.subjectøkonominb_NO
dc.subjectstrømprisernb_NO
dc.titleThe Forward Premium in the Nord Pool Power Marketnb_NO
dc.typeJournal articlenb_NO
dc.typePeer reviewednb_NO
dc.description.versionacceptedVersionnb_NO
dc.rights.holderCopyright © Taylor & Francis Group, LLCnb_NO
dc.subject.nsiVDP::Social science: 200::Economics: 210nb_NO
dc.source.pagenumber1793-1807nb_NO
dc.source.volume54nb_NO
dc.source.journalEmerging markets finance & tradenb_NO
dc.source.issue8nb_NO
dc.identifier.doi10.1080/1540496X.2018.1441021
dc.identifier.cristin1594607
cristin.unitcode217,14,0,0
cristin.unitnameHandelshøgskolen ved UiS
cristin.ispublishedtrue
cristin.fulltextpostprint
cristin.fulltextoriginal
cristin.qualitycode1


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