Efficiency in the Nordic futures power market : an empirical study of the Nordic futures power market

In this thesis, we investigate if the Nordic futures power market is efficient. To answer this question, we will perform cointegration tests, test the unbiasedness hypothesis and check the causal relationships between the spot price and futures prices with 1- to 6-months to maturity. We use daily ob...

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Bibliographische Detailangaben

Hauptverfasser:	Paulsen, Stian K, Bergsholm, Aasmund S
Format:	Dissertation
Sprache:	eng
Schlagworte:	business analytics finance
Online-Zugang:	Volltext bestellen
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