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Bewertung von Termingeschäften auf Elektrizität

Bewertung von Termingeschäften auf Elektrizität

Jens Müller-Merbach

97,24 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2009
Materia
Finanzas
ISBN:
9783834918963
97,24 €
IVA incluido
Disponible

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Sobre IBD

Jens Müller-Merbach untersucht die statistischen Eigenschaften von Stromterminpreisen und entwickelt ein dynamisches Gleichgewichtsmodell, aus dem sich endogen eine Strom-Terminstrukturkurve ergibt. Er zeigt, dass Stromterminpreise in Abhängigkeit der Umweltbedingungen positive oder negative Risikoprämien auf den erwarteten Spotpreis enthalten können.

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