{ "_id": "6a114563acfb0bcc41ce76b8", "Package": "etrm", "Type": "Package", "Title": "Energy Trading and Risk Management", "Version": "1.0.2", "Date": "2021-06-22", "Author": "Anders D. Sleire", "Maintainer": "Anders D. Sleire ", "Description": "Provides a collection of functions to perform core tasks\nwithin Energy Trading and Risk Management (ETRM). Calculation\nof maximum smoothness forward price curves for electricity and\nnatural gas contracts with flow delivery, as presented in F. E.\nBenth, S. Koekebakker, and F. Ollmar (2007)\n and F. E. Benth, J. S. Benth, and\nS. Koekebakker (2008) . Portfolio insurance\ntrading strategies for price risk management in the forward\nmarket, see F. Black (1976) ,\nT. Bjork (2009)\n,\nF. Black and R. W. Jones (1987) \nand H. E. Leland (1980) .", "License": "MIT + file LICENSE", "Encoding": "UTF-8", "LazyData": "TRUE", "RoxygenNote": "7.1.2", "VignetteBuilder": "knitr", "Config/pak/sysreqs": "libicu-dev", "Repository": "https://sleire.r-universe.dev", "Date/Publication": "2023-02-03 20:57:20 UTC", "RemoteUrl": "https://github.com/sleire/etrm", "RemoteRef": "HEAD", "RemoteSha": "8c9365ad5a5e3c6ff2409eb91a9ea4a57bf77369", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-23 06:09:34 UTC", "User": "root" }, "MD5sum": "cad790bc692fe014cf765ad09382e476", "_user": "sleire", "_type": "src", "_file": "etrm_1.0.2.tar.gz", "_fileid": "b9a89cc5e1cfa4d21d3d6626f8ab4290e53209a30f818356176dfed55797c683", "_filesize": 990434, "_sha256": "b9a89cc5e1cfa4d21d3d6626f8ab4290e53209a30f818356176dfed55797c683", "_created": "2026-05-23T06:09:34.000Z", "_published": "2026-05-23T06:12:51.118Z", "_distro": "noble", "_jobs": [ { "job": 77502159020, "time": 140, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7174825878" }, { "job": 77502159007, "time": 151, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7174827024" }, { "job": 77502159051, "time": 166, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7174824812" }, { "job": 77502159058, "time": 124, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7174821808" }, { "job": 77501993747, "time": 177, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7174810159" }, { "job": 77502159039, "time": 106, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7174822103" }, { "job": 77502158996, "time": 102, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7174821676" }, { "job": 77502159028, "time": 86, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7174819747" }, { "job": 77502159041, "time": 79, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7174819117" } ], "_buildurl": "https://github.com/r-universe/sleire/actions/runs/26325360228", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/sleire/etrm", "_commit": { "id": "8c9365ad5a5e3c6ff2409eb91a9ea4a57bf77369", "author": "Anders D. Sleire ", "committer": "GitHub ", "message": "Update README.md\n\nAdd BibTe citation", "time": 1675457840 }, "_maintainer": { "name": "Anders D. Sleire", "email": "sleire@gmail.com", "login": "sleire", "description": "NORCE Research", "uuid": 7493285 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "ggplot2", "role": "Imports" }, { "package": "reshape2", "role": "Imports" }, { "package": "methods", "role": "Imports" }, { "package": "testthat", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "markdown", "role": "Suggests" } ], "_owner": "sleire", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_topics": [ "commodities", "energy-trading", "risk-management", "trading-strategies" ], "_stars": 42, "_contributors": [ { "user": "sleire", "count": 141, "uuid": 7493285 } ], "_userbio": { "uuid": 7493285, "type": "user", "name": "Anders D. Sleire", "description": "NORCE Research" }, "_downloads": { "count": 325, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/etrm" }, "_devurl": "https://github.com/sleire/etrm", "_searchresults": 10, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/etrm.html", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/sleire/etrm", "_realowner": "sleire", "_cranurl": true, "_releases": [ { "version": "1.0.1", "date": "2021-06-23" } ], "_exports": [ "cppi", "dppi", "msfc", "obpi", "plot", "show", "shpi", "slpi", "summary" ], "_datasets": [ { "name": "powcal", "title": "Historical daily closing prices for 11 calendar year power futures contracts", "object": "powcal", "class": [ "data.frame" ], "fields": [ "Date", "CAL-06", "CAL-07", "CAL-08", "CAL-09", "CAL-10", "CAL-11", "CAL-12", "CAL-13", "CAL-14", "CAL-15", "CAL-16" ], "rows": 3253, "table": true, "tojson": true }, { "name": "powfutures130513", "title": "Closing prices for power futures contracts at trading date 2013-05-13", "object": "powfutures130513", "class": [ "data.frame" ], "fields": [ "Include", "Contract", "Start", "End", "Closing" ], "rows": 32, "table": true, "tojson": true }, { "name": "powpriors130513", "title": "Example priors at trading date 2015-05-13", "object": "powpriors130513", "class": [ "data.frame" ], "fields": [ "Date", "trig.prior", "mod.prior" ], "rows": 3885, "table": true, "tojson": true } ], "_help": [ { "page": "etrm-package", "title": "etrm: Energy Trading and Risk Management", "topics": [ "etrm-package" ] }, { "page": "cppi", "title": "Constant Proportion Portfolio Insurance (CPPI)", "topics": [ "cppi" ] }, { "page": "CPPI-class", "title": "An S4 class for the CPPI hedging strategy", "topics": [ "CPPI-class" ] }, { "page": "dppi", "title": "Dynamic Proportion Portfolio Insurance (DPPI)", "topics": [ "dppi" ] }, { "page": "DPPI-class", "title": "An S4 class for the DPPI hedging strategy", "topics": [ "DPPI-class" ] }, { "page": "GenericStrat-class", "title": "An S4 VIRTUAL parent class for the hedging strategy classes in etrm", "topics": [ "GenericStrat-class" ] }, { "page": "msfc", "title": "Maximum Smoothness Forward Curve (MSFC)", "topics": [ "msfc" ] }, { "page": "MSFC-class", "title": "An S4 class for the Maximum Smoothness Forward Curve (MSFC) in etrm", "topics": [ "MSFC-class" ] }, { "page": "obpi", "title": "Option Based Portfolio Insurance (OBPI)", "topics": [ "obpi" ] }, { "page": "OBPI-class", "title": "An S4 class for the OBPI hedging strategy", "topics": [ "OBPI-class" ] }, { "page": "plot-GenericStrat-method", "title": "S4 method for the plot generic for portfolio insurance strategy classes", "topics": [ "plot,GenericStrat-method" ] }, { "page": "plot-MSFC-method", "title": "S4 method for the plot generic for class \"MSFC\"", "topics": [ "plot,MSFC-method" ] }, { "page": "powcal", "title": "Historical daily closing prices for 11 calendar year power futures contracts", "topics": [ "powcal" ] }, { "page": "powfutures130513", "title": "Closing prices for power futures contracts at trading date 2013-05-13", "topics": [ "powfutures130513" ] }, { "page": "powpriors130513", "title": "Example priors at trading date 2015-05-13", "topics": [ "powpriors130513" ] }, { "page": "show-GenericStrat-method", "title": "S4 method for the show generic for portfolio insurance strategy classes", "topics": [ "show,GenericStrat-method" ] }, { "page": "show-MSFC-method", "title": "S4 method for the show generic for class \"MSFC\"", "topics": [ "show,MSFC-method" ] }, { "page": "shpi", "title": "Step Hedge Portfolio Insurance (SHPI)", "topics": [ "shpi" ] }, { "page": "SHPI-class", "title": "An S4 class for the SHPI hedging strategy", "topics": [ "SHPI-class" ] }, { "page": "slpi", "title": "Stop Loss Portfolio Insurance (SLPI)", "topics": [ "slpi" ] }, { "page": "SLPI-class", "title": "An S4 class for the SLPI hedging strategy", "topics": [ "SLPI-class" ] }, { "page": "summary-GenericStrat-method", "title": "S4 method for the summary generic for portfolio insurance strategy classes", "topics": [ "summary,GenericStrat-method" ] }, { "page": "summary-MSFC-method", "title": "S4 method for the summary generic for class \"MSFC\"", "topics": [ "summary,MSFC-method" ] } ], "_readme": "https://github.com/sleire/etrm/raw/HEAD/README.md", "_rundeps": [ "cli", "cpp11", "farver", "ggplot2", "glue", "gtable", "isoband", "labeling", "lifecycle", "magrittr", "plyr", "R6", "RColorBrewer", "Rcpp", "reshape2", "rlang", "S7", "scales", "stringi", "stringr", "vctrs", "viridisLite", "withr" ], "_vignettes": [ { "source": "msfc_forward_curve.Rmd", "filename": "msfc_forward_curve.html", "title": "Maximum Smoothness Forward Curve", "engine": "knitr::rmarkdown", "headings": [], "created": "2020-09-14 20:43:25", "modified": "2021-06-16 21:33:54", "commits": 7 }, { "source": "portfolio_insurance_strategies.Rmd", "filename": "portfolio_insurance_strategies.html", "title": "Portfolio Insurance Trading Strategies", "engine": "knitr::rmarkdown", "headings": [], "created": "2021-06-17 09:46:50", "modified": "2021-06-17 09:46:50", "commits": 1 } ], "_score": 5.623249290397901, "_indexed": true, "_nocasepkg": "etrm", "_universes": [ "sleire" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.0.2", "date": "2026-05-23T06:11:39.000Z", "distro": "noble", "commit": "8c9365ad5a5e3c6ff2409eb91a9ea4a57bf77369", "fileid": "cf03a8b347d2c8ffa20363508ed7fc578ae6441583d78db226e89b55e35381b6", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/sleire/actions/runs/26325360228" }, { "r": "4.6.0", "os": "linux", "version": "1.0.2", "date": "2026-05-23T06:11:57.000Z", "distro": "noble", "commit": "8c9365ad5a5e3c6ff2409eb91a9ea4a57bf77369", "fileid": "ea87519fbcb6775022c335a0ff75ae498d42c9544e91f72ffbdae6927cf2bd2b", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/sleire/actions/runs/26325360228" }, { "r": "4.5.3", "os": "mac", "version": "1.0.2", "date": "2026-05-23T06:11:40.000Z", "commit": "8c9365ad5a5e3c6ff2409eb91a9ea4a57bf77369", "fileid": "66b90652833e6f964d0805d53f8a8c529774e49e746de56a7aa9f1e585b98069", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/sleire/actions/runs/26325360228" }, { "r": "4.6.0", "os": "mac", "version": "1.0.2", "date": "2026-05-23T06:11:15.000Z", "commit": "8c9365ad5a5e3c6ff2409eb91a9ea4a57bf77369", "fileid": "f39576b35ce7b769b9133a337c285d708c57593737a4b6aed75fa624d814d032", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/sleire/actions/runs/26325360228" }, { "r": "4.6.0", "os": "wasm", "version": "1.0.2", "date": "2026-05-23T06:11:34.000Z", "commit": "8c9365ad5a5e3c6ff2409eb91a9ea4a57bf77369", "fileid": "a51e304cf9904054fad7f3565a4416a78852a455fa6ed3054fedbc6985853ac1", "status": "success", "buildurl": "https://github.com/r-universe/sleire/actions/runs/26325360228" }, { "r": "4.7.0", "os": "win", "version": "1.0.2", "date": "2026-05-23T06:10:59.000Z", "commit": "8c9365ad5a5e3c6ff2409eb91a9ea4a57bf77369", "fileid": "6f581aab5597e33348378ed0fc432f0d6568c9a76f1d48a02483a425b8bfa1a3", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/sleire/actions/runs/26325360228" }, { "r": "4.5.3", "os": "win", "version": "1.0.2", "date": "2026-05-23T06:10:40.000Z", "commit": "8c9365ad5a5e3c6ff2409eb91a9ea4a57bf77369", "fileid": "fd71a11a2850e88d7a25574fbe7cfa6d029de071273d5b92df1b895f83314ccd", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/sleire/actions/runs/26325360228" }, { "r": "4.6.0", "os": "win", "version": "1.0.2", "date": "2026-05-23T06:10:37.000Z", "commit": "8c9365ad5a5e3c6ff2409eb91a9ea4a57bf77369", "fileid": "c9b2802ea81d4cb4c2c78a3e1ba0277eaa3708edf88c93f437f05aa50bfb30cd", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/sleire/actions/runs/26325360228" } ] }