Risk premia in the German day-ahead electricity market revisited: The impact of negative prices (Energy Economics forthcoming)

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



Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
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

Article information

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

This article is a replication of

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
Johannes Viehmann Risk premiums in the German day-ahead Electricity Market Energy Policy 2011 1 386-94 - Risk premium, Electricity market, Spot prices 4 - (new methods & data) 4 - partially successful - 2 - partly -

References

DOI: 10.1016/j.eneco.2018.01.020 IDEAS: - EconPapers: -


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