Package: etrm
Type: Package
Title: Energy Trading and Risk Management
Version: 1.0.1
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: 7.1.1
Imports: ggplot2, reshape2, methods
Suggests: testthat, knitr, rmarkdown, markdown
VignetteBuilder: knitr
Depends: R (>= 3.5.0)
NeedsCompilation: no
Packaged: 2021-06-22 13:35:24 UTC; anders
Repository: CRAN
Date/Publication: 2021-06-23 07:30:05 UTC
Built: R 4.6.0; ; 2026-04-28 02:56:59 UTC; unix
