Before revision:  In this paper  we introduce a market price of risk for delivery periods of electricity swaps . In particular, we suggest a weighted geometric average of an artificial geometric electricity futures price over the corresponding delivery period.
After revision:  In this paper we introduce a market price of risk for delivery periods of electricity swaps , thereby opening an arbitrage-free pricing framework for derivatives based on these contracts. Furthermore, we use a weighted geometric average of an artificial geometric electricity futures price over the corresponding delivery period.