Financial Arbitrage and Efficient Dispatch in Wholesale Electricity Markets

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Natural Resources, Business Economics, Economics +15

Electricity Forward Prices: A High‐Frequency Empirical Analysis

Francis A. Longstaff, Ashley Wang · The Journal of Finance · 2004 · 391 citations

Business, Business Economics, Economics +15

Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets

Hendrik Bessembinder, Michael L. Lemmon · SSRN Electronic Journal · 1999 · 124 citations · Full text

Natural Resources, Business Economics, Economics +15

The price of power: The valuation of power and weather derivatives

Craig Pirrong, Martin Jermakyan · Journal of Banking & Finance · 2008 · 123 citations

Business, Economics, Finance +12

INEFFICIENCIES AND MARKET POWER IN FINANCIAL ARBITRAGE: A STUDY OF CALIFORNIA'S ELECTRICITY MARKETS^*

Severin Borenstein, James Bushnell, Christopher R. Knittel et al. · Journal of Industrial Economics · 2008 · 111 citations

Natural Resources, Economics, Regulatory Policy +17