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price market electricity model regime contract result power estimate premium spike management day-ahead energy paper level distribution huisman off-peak series period future exchange option table probability electricity prices value research parameter volume delivery risk premium process portfolio volatility report supply ronald credit interest purchaser erasmu temperature baseload risk appetite day-ahead market policy day t change storage exchange rates efficiency spot price journal exchange rate uip regime economic risk premiums demand mean-reverting mean-reversion investor equation consumption dougla popova electricity markets day-ahead prices number section mahieu student-t survey figure student-t distribution theory company off-peak hours peak hours
