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etrm  

Energy Trading and Risk Management
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]
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 18 Sep. 2026.
Previous versions and publish date:
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Complete documentation for etrm
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