Browsing BI Open by Author "Holm, Kristian Stuvik"
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Analyzing Market Efficiency and Price Dynamics in the Nordic Electricity Futures Market
Hultgren, Bendik; Holm, Kristian Stuvik (Master thesis, 2023)This paper examines the relationship between monthly spot and futures prices in the Nord Pool electricity market, exploring long and short-term equilibrium dynamics. Using various models, including error correction models, ...