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 <sleire@gmail.com>
Description: Provides a collection of functions to perform core tasks
        within Energy Trading and Risk Management (ETRM). Calculation
        of maximum smoothness forward price curves for electricity and
        natural gas contracts with flow delivery, as presented in F. E.
        Benth, S. Koekebakker, and F. Ollmar (2007)
        <doi:10.3905/jod.2007.694791> and F. E. Benth, J. S. Benth, and
        S. Koekebakker (2008) <doi:10.1142/6811>. Portfolio insurance
        trading strategies for price risk management in the forward
        market, see F. Black (1976) <doi:10.1016/0304-405X(76)90024-6>,
        T. Bjork (2009)
        <https://EconPapers.repec.org/RePEc:oxp:obooks:9780199574742>,
        F. Black and R. W. Jones (1987) <doi:10.3905/jpm.1987.409131>
        and H. E. Leland (1980) <http://www.jstor.org/stable/2327419>.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: TRUE
RoxygenNote: 7.1.2
Imports: ggplot2, reshape2, methods
Suggests: testthat, knitr, rmarkdown, markdown
VignetteBuilder: knitr
Depends: R (>= 3.5.0)
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: 2026-06-22 07:58:00 UTC; root