Market Makers and Liquidity Premium in Electricity Futures Markets

Juan Ignacio Peña and Rosa Rodriguez

The Energy Journal, 2022, vol. 43, issue 2, 91-110

Abstract: This paper studies the forward premium as a liquidity premium in electricity futures markets as determined by producers and retailers’ demand for immediacy.

Keywords: Electricity markets; Futures markets; Liquidity premium; Forward premium; Immediacy; Market makers (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:sae:enejou:v:43:y:2022:i:2:p:91-110

DOI: 10.5547/01956574.43.2.jpen

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