Browsing BI Open by Author "Steinar, Halse"
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Hedging electricity price risk
Steinar, Halse; Øvernes, Håvard (Master thesis, 2023)In this thesis we analyze how effective it is to hedge electricity spot prices with futures. Using data from 2004 to the end of 2022 with the Nord Pool system price as spot and the monthly and quarterly futures from Nasdaq ...