Blar i NHH Brage på forfatter "Berg, Lars"
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Empirical studies of Nord Pool’s financial market : unbiasedness, risk premiums & hedging
Berg, Lars (Master thesis, 2010)The theme of this thesis is empirical studies of Nord Pool’s financial market. Future contract with maturity of one, four and twelve weeks and its underlying spot prices were studied between 1995 to 2009. The volatility ...