What makes a good Hourly Price Forward Curve?

Autor:	Donnacha Daly, Göran Andersson, Marcus Hildmann, Gregoire Caro, Sebastiano Rossi
Rok vydání:	2013
Předmět:	Microeconomics Measure (data warehouse) Operations research media_common.quotation_subject Suite Economics Forward curve A priori and a posteriori Profitability index Quality (business) media_common
Zdroj:	2013 10th International Conference on the European Energy Market (EEM).
Popis:	While an Hourly Price Forward Curve (HPFC) plays a defining role in the profitability of all power trading, there is a lack of consensus on the a priori requirements of a suitable HPFC, as opposed to the a posteriori quality measure that executed trades be profitable. We attempt to address this issue by reviewing the methodology of HPFC construction, and recommending a suite of quality checks for the resulting prices, based on their intended application.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::8e15748468be367586e2f64f1420f164 https://doi.org/10.1109/eem.2013.6607349 Zobrazit plný text záznamu