2016

Market-Specific News and Its Impact on Forward Premia on Electricity Markets

Reprint No. 2016:5

Author(s): Ewa LazarczykYear: 2016 Title: Energy Economics Volume (No.): 54 (February) Pages: 326–336
Online article (restrictions may apply)
Preliminary version


This paper studies the impact of market-specific news on the short-term forward premia on the Nordic electricity market. I show that the short-term premia between the day-ahead and intra-day electricity prices on the Nordic market can be partly explained by the arrival of news specific to the power market. By exploring the types of news, I show that production failures are most important in shaping 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.


Reference:
Lazarczyk, Ewa (2016), "Market-Specific News and Its Impact on Forward Premia on Electricity Markets". Energy Economics 54(February), 326–336.

Global index of the sharing economy

Timbro SEI

2018 Bergh Funcke Wernberg - Timbro Sharing Economy Index-1fHemsidan.jpg

Andreas Bergh, IFN and Lund University, is one of the authors of this book. The Timbro Sharing Economy Index is the first global index of the sharing economy. The index has been compiled using traffic volume data and scraped data, and provides a unique insight into the driving factors behind the peer-to-peer economy.

About the book

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