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etrm
View on CRAN: Click
here
Download and install etrm package within the R console
Install from CRAN:
install.packages("etrm")
Install from Github:
library("remotes")
install_github("cran/etrm") Install by package version:
library("remotes")
install_version("etrm", "1.0.1") Attach the package and use:
library("etrm")
Maintained by
Anders D. Sleire
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-06-23
Latest Update: 2021-06-23
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)
and F. E. Benth, J. S. Benth, and S. Koekebakker (2008) .
Portfolio insurance trading strategies for price risk management in the forward market, see
F. Black (1976) ,
T. Bjork (2009) ,
F. Black and R. W. Jones (1987) and
H. E. Leland (1980) .
How to cite:
Anders D. Sleire (2021). etrm: Energy Trading and Risk Management. R package version 1.0.1, https://cran.r-project.org/web/packages/etrm. Accessed 17 Jul. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited etrm R package
View etrm citation profile
Other R packages that etrm depends,
imports, suggests or enhances
Complete documentation for etrm
Functions, R codes and Examples using
the etrm R package
Some associated functions: CPPI-class . DPPI-class . GenericStrat-class . MSFC-class . OBPI-class . SHPI-class . SLPI-class . cppi . dppi . etrm-package . msfc . obpi . plot-GenericStrat-method . plot-MSFC-method . powcal . powfutures130513 . powpriors130513 . show-GenericStrat-method . show-MSFC-method . shpi . slpi . summary-GenericStrat-method . summary-MSFC-method .
Some associated R codes: cppi_strategy.R . data.R . dppi_strategy.R . etrm-package.R . globals.R . msfc.R . msfc_class.R . obpi_strategy.R . shpi_strategy.R . slpi_strategy.R . strategy_classes.R . Full etrm package functions and examples
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