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- W2489061782 abstract "This paper represents a pioneering study on examining the relationship between spot and futures prices in electricity markets across different states (New South Wales-NSW, Queensland-QLD, South Australia-SA and Victoria-VIC) in Australia. While there has been some work done on the modeling of Australian electricity markets so far, the relationship between spot and futures prices has not been investigated thoroughly. First, we investigate the magnitude of the futures premiums at different time instances. Furthermore, we examine how the correlation of the futures premiums across the considered electricity markets. Another part of this study is to investigate whether the bias in the futures price can be explained by the behavior of the spot price in the predelivery period (month or quarter)." @default.
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- W2489061782 date "2012-01-01" @default.
- W2489061782 modified "2023-09-25" @default.
- W2489061782 title "The Relationship between spot and futures prices: an empirical snalysis of Australian electricity markets" @default.
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