Analyzing Risk Premiums in the Brazilian Power Market: A Quantitative Study
This paper conducts an empirical analysis of risk premiums in the Brazilian electricity market, a critical but understudied field. Employing two distinct methodologies—Average Forward Prices and Last Observed Forward Prices—the study calculates risk premiums between spot and forward electricity pric...
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| Format: | Article |
| Language: | English |
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MDPI AG
2023-11-01
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| Series: | Commodities |
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| Online Access: | https://www.mdpi.com/2813-2432/2/4/22 |