Can the Basis Lead to Arbitrage Profits on the MISO Exchange?
Previous research has shown the basis contains information about future spot prices in wholesale electricity markets. This paper examines the profitability of a trading rule that utilizes the basis on the Midcontinent Independent System Operator (MISO) exchange. 24 hourly time series regressions ac...
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| Format: | Article |
| Language: | English |
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EconJournals
2023-05-01
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| Series: | International Journal of Energy Economics and Policy |
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| Online Access: | http://www.econjournals.com/index.php/ijeep/article/view/14193 |