Working Paper No. 953

Market Specific News and Its Impact on Electricity Prices – Forward Premia

Published: January 31, 2013, revised August 2013Pages: 27Keywords: Intra-day electricity market; Forward premia; Market specific news; Supply shocksJEL-codes: D40; G14; L94; Q40
Published version

Market Specific News and Its Impact on Electricity Prices – Forward Premia Ewa Lazarczyk

This paper studies the impact of market specific news on the short-time forward premia on the Scandinavian electricity market. I show that the short time premia between the day-ahead and intra-day electricity prices on the Scandinavian market can be explained by the arrival of news specific to the power market. By exploring the types of news I indicate that production failures shape the premia. Production disruptions in coal-powered units are most frequent and have the greatest effect on the differences between the day-ahead and intra-day prices.

Ewa Lazarczyk


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Sick of Inequality?

An Introduction to the Relationship between Inequality and Health

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In this book Andreas Bergh, Therese Nilsson, IFN and Lund University, and Daniel Waldenström, IFN and Paris School of Economics, France, review the latest research on the relationship between inequality and health. What does inequality mean for our health? Does increasing income inequality affect outcomes such as obesity, life expectancy and subjective well-being?


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