Helder Sebastião
Helder Sebastião holds an MSc in Financial Economics from the University of Coimbra and a PhD in Financial Markets from the University of Lancaster. He is currently an assistant professor at the School of Economics - University of Coimbra (FEUC), where, for more than twenty years, has been teaching on Financial Economics, Derivatives and Money and Banking. He is also the coordinator of the MSc in Economics at FEUC. His research interests are on Financial Markets, Derivatives, Market Microstructure and Financial Econometrics.
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Articles by Helder Sebastião
The Iberian electricity market: analysis of the risk premium in an illiquid market
This paper analyzes the risk premium in the base-load monthly futures contracts traded on the Iberian electricity market (MIBEL) between July 1, 2006 and March 31, 2017.