What makes a good Hourly Price Forward Curve?
Autor: | Donnacha Daly, Göran Andersson, Marcus Hildmann, Gregoire Caro, Sebastiano Rossi |
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Rok vydání: | 2013 |
Předmět: | |
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 |
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