Risk premiums in the German day-ahead Electricity Market (Energy Policy 2011)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Johannes Viehmann Risk premiums in the German day-ahead Electricity Market Energy Policy 2011 1 386-94 - Risk premium, Electricity market, Spot prices

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - Newey-West standard errors - October 2005-September 2008 Germany -

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
Niyaz Valitov Risk premia in the German day-ahead electricity market revisited: The impact of negative prices Energy Economics forthcoming - - - Risk premia, Negative prices, Electricity markets, Replication 4 - (new methods & data) 4 - partially successful - 2 - partly -

References

DOI: 10.1016/j.enpol.2010.10.016 IDEAS: a/eee/enepol/v39y2011i1p386-394.html EconPapers: RePEc:eee:enepol:v:39:y:2011:i:1:p:386-394


When last checked on August 22, 2019, a replication of this study was forthcoming in the journal Energy Economics.
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