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There are 31402 results for: content related to: Electricity Forward Prices: A High-Frequency Empirical Analysis

  1. Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2283–2331, JAIME CASASSUS and PIERRE COLLIN-DUFRESNE

    Version of Record online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00799.x

  2. An Anatomy of Commodity Futures Risk Premia

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 453–482, MARTA SZYMANOWSKA, FRANS DE ROON, THEO NIJMAN and ROB VAN DEN GOORBERGH

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12096

  3. Risk Premium in Electricity Prices: Evidence from the PJM Market

    Journal of Futures Markets

    Volume 35, Issue 8, August 2015, Pages: 776–793, Yuewen Xiao, David B. Colwell and Ramaprasad Bhar

    Version of Record online : 3 JUL 2014, DOI: 10.1002/fut.21681

  4. The Cross-Section of Credit Risk Premia and Equity Returns

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2419–2469, NILS FRIEWALD, CHRISTIAN WAGNER and JOSEF ZECHNER

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12143

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    Model Specification and Risk Premia: Evidence from Futures Options

    The Journal of Finance

    Volume 62, Issue 3, June 2007, Pages: 1453–1490, MARK BROADIE, MIKHAIL CHERNOV and MICHAEL JOHANNES

    Version of Record online : 8 MAY 2007, DOI: 10.1111/j.1540-6261.2007.01241.x

  6. A Model of Mortgage Default

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1495–1554, JOHN Y. CAMPBELL and JOÃO F. COCCO

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12252

  7. Expectations Models of Asset Prices: A Survey of Theory

    The Journal of Finance

    Volume 37, Issue 1, March 1982, Pages: 185–217, STEPHEN F. LEROY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb01103.x

  8. Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1347–1382, Hendrik Bessembinder and Michael L. Lemmon

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00463

  9. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  10. Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors?

    The Journal of Finance

    Volume 60, Issue 1, February 2005, Pages: 179–230, ANTONIOS SANGVINATSOS and JESSICA A. WACHTER

    Version of Record online : 20 JUL 2005, DOI: 10.1111/j.1540-6261.2005.00728.x

  11. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks, and State-Dependent Transaction Costs

    The Journal of Finance

    Volume 66, Issue 4, August 2011, Pages: 1329–1368, ANTHONY W. LYNCH and SINAN TAN

    Version of Record online : 19 JUL 2011, DOI: 10.1111/j.1540-6261.2011.01662.x

  12. Tails, Fears, and Risk Premia

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 2165–2211, TIM BOLLERSLEV and VIKTOR TODOROV

    Version of Record online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01695.x

  13. Information in the Term Structure of Yield Curve Volatility

    The Journal of Finance

    Volume 71, Issue 3, June 2016, Pages: 1393–1436, ANNA CIESLAK and PAVOL POVALA

    Version of Record online : 11 MAY 2016, DOI: 10.1111/jofi.12388

  14. Rational Expectations and Risk Premia in Forward Markets: Primary Metals at the London Metals Exchange

    The Journal of Finance

    Volume 37, Issue 5, December 1982, Pages: 1199–1207, DAVID A. HSIEH and NALIN KULATILAKA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03612.x

  15. Investment-Based Corporate Bond Pricing

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2741–2776, LARS-ALEXANDER KUEHN and LUKAS SCHMID

    Version of Record online : 10 NOV 2014, DOI: 10.1111/jofi.12204

  16. The Performance of Trading Firms in the Services Sectors – Comparable Evidence from Four EU Countries

    The World Economy

    Volume 38, Issue 12, December 2015, Pages: 1809–1849, Jože Damijan, Stefanie A. Haller, Ville Kaitila, Črt Kostevc, Mika Maliranta, Emmanuel Milet, Daniel Mirza and Matija Rojec

    Version of Record online : 22 JUL 2015, DOI: 10.1111/twec.12291

  17. Understanding Short- versus Long-Run Risk Premia

    European Financial Management

    Volume 20, Issue 4, September 2014, Pages: 714–738, Andrea Buraschi and Andrea Carnelli

    Version of Record online : 4 SEP 2013, DOI: 10.1111/j.1468-036X.2013.12027.x

  18. Time Varying Term Premia and Traditional Hypotheses about the Term Structure

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1307–1314, FRANCIS A. LONGSTAFF

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02439.x

  19. New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 283–305, KENNETH A. FROOT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05058.x

  20. Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 361–375, HENDRIK BESSEMBINDER, JAY F. COUGHENOUR, PAUL J. SEGUIN and MARGARET MONROE SMOLLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05178.x