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Ballester et al., 2016 - Google Patents

Market efficiency and price discovery relationships between spot, futures and forward prices: the case of the Iberian Electricity Market (MIBEL)

Ballester et al., 2016

Document ID
6543432615926034226
Author
Ballester J
Climent F
Furió D
Publication year
Publication venue
Spanish Journal of Finance and Accounting/Revista Española de Financiación y Contabilidad

External Links

Snippet

This paper analyses the relationships between prices from three different markets within the Spanish zone of the Iberian Electricity Market (MIBEL), namely futures, spot and over the counter (OTC) forward markets. The study focuses on three items:(i) contrasting the Weak …
Continue reading at www.tandfonline.com (other versions)

Classifications

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G06Q40/04—Exchange, e.g. stocks, commodities, derivatives or currency exchange
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    • G06Q10/00—Administration; Management
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    • G06Q30/00—Commerce, e.g. shopping or e-commerce
    • G06Q30/02—Marketing, e.g. market research and analysis, surveying, promotions, advertising, buyer profiling, customer management or rewards; Price estimation or determination
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