Topic
Contract for difference
About: Contract for difference is a research topic. Over the lifetime, 79 publications have been published within this topic receiving 880 citations. The topic is also known as: CFD.
Papers published on a yearly basis
Papers
Patent•
12 Feb 1999
TL;DR: In this article, a standardized contract is traded through an exchange that guarantees payment to the buyer of any amount owed to the seller from the seller as a result of the contract, and that guarantee payment to a seller from a buyer from the buyer.
Abstract: A method, system, computer program product, and data structure for trading in which a standardized contract is traded The contract obligates a buyer and a seller (two of the customers 12, 14, and 16) to settle the contract based on a price of the contract at a first effective date The contract is traded through an exchange that guarantees payment to the buyer of any amount owed to the buyer from the seller as a result of the contract and that guarantees payment to the seller of any amount owed to the seller from the buyer as a result of the contract The price of the contract is determined based on preselected notional cash flows discounted by an interest rate swap curve obtained from a preselected swap rate source (18)
356 citations
TL;DR: In this article, the authors empirically investigate the pricing of contracts for difference (CfDs) over the period 2001 through 2006 and find that these contracts contain significant risk premia.
62 citations
TL;DR: In this paper, the authors present a pricing analysis of a new forward locational price differential product, Contracts for Difference (CfD), introduced the 17th of November 2000 at Nord Pool, the Nordic electricity exchange.
57 citations
TL;DR: In this paper, the authors present a medium term power portfolio optimization model for a power producer in a competitive electricity market, considering locational electricity prices and risk management, which considers the possibility of trading electricity forward contracts in different locations and contracts for difference.
40 citations
TL;DR: In this article, a stringent non-delivery penalty to induce truth-telling in the contract for difference (CfD) auctions is proposed to improve deployment rate without increasing support costs.
32 citations
Related Topics (5)
Performance Metrics
| Year | Papers |
|---|---|
| 2021 | 7 |
| 2020 | 4 |
| 2019 | 6 |
| 2018 | 6 |
| 2017 | 5 |
| 2016 | 2 |