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A Case Study on the Informational Role of Futures Markets: Can Weather Futures Forecast Electricity Consumption?
by Ying Chiat Ho Abstract This paper provides a case study on the informational role of futures prices by investigating the ability of Cooling Degree Day (CDD) futures prices to forecast electricity consumption for New York State. I develop a cross-sectional model relating electricity consumption with the cumulative CDDs in a month for New York […]
