Jump Risk Premia in Short-Term Spread Options: Evidence from the German Electricity Market

Marckhoff, JanJanMarckhoffMuck, MatthiasMatthiasMuck0000-0003-2364-98332019-09-192014-09-242009https://fis.uni-bamberg.de/handle/uniba/19282Ehemals veröff. im Internet: http://www.uni-bamberg.de/fileadmin/uni/fakultaeten/sowi_lehrstuehle/finanzcontrolling/Paper/Jump_Risk_Premia_in_Short_Term_Spread_Options.pdfengJump Risk Premia in Short-Term Spread Options: Evidence from the German Electricity Marketother