On the construction of hourly price forward curves for electricity prices

DOI10.1007/S10287-018-0300-6OpenAlexW2551589854MaRDI QIDQ1722772

Rüdiger Kiesel, Florentina Paraschiv, Audun Sætherø

Publication date: 18 February 2019

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-018-0300-6

zbMATH Keywords

smoothing techniqueselectricity marketshourly price forward curvesseasonality shapes

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Related Items (3)

Optimal Cross-Border Electricity Trading ⋮ Dynamic hedging for the real option management of hydropower production with exchange rate risks ⋮ A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices

Cites Work

• Electricity forward curves with thin granularity: theory and empirical evidence in the hourly EPEXspot market
• Interpolation Methods for Curve Construction

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