The Effect of Electricity Forward Contracts Trading in the Energy Exchange on the Volatility of Spot Prices in Iran Electricity Market

Iran Energy Exchange started to work on 03/09/2013. Electricity trading is carried out within the framework of forward contracts in this exchange. This paper examines the impact of trading in the electricity forward market on the volatility of electricity spot market. Using daily data of electricity...

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Bibliographic Details
Main Authors: Mehran Kianvand, Asadollah Farzinvash
Format: Article
Language:fas
Published: Allameh Tabataba'i University Press 2015-09-01
Series:Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān
Subjects:
Online Access:https://jiee.atu.ac.ir/article_1897_af6a21c87f40b822025dcf1e3194a299.pdf