Bewertung Von Termingeschaften Auf Elektrizitat

Jens Muller-Merbach,Jens Muller-Merbach

Bewertung Von Termingeschaften Auf Elektrizitat
Format
Paperback
Publisher
Springer Fachmedien Wiesbaden
Country
Germany
Published
15 September 2009
Pages
222
ISBN
9783834918963

Bewertung Von Termingeschaften Auf Elektrizitat

Jens Muller-Merbach,Jens Muller-Merbach

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Jens Muller-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 Abhangigkeit der Umweltbedingungen positive oder negative Risikopramien auf den erwarteten Spotpreis enthalten koennen.

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