SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 3 matches

by randommess
February 2nd, 2016, 9:13 am
Forum: Trading Forum
Topic: TTF gas price forecast
Replies: 2
Views: 2428

TTF gas price forecast

<t>Hey guys,first of all, I am aware of the fact that my question is rather general. Brief intro: I work in a company which sells natural gas on a back to back Basis. We try to gain knowledge/experience of the market so we can "predict" likely moves of the TTF CAL in order to leave some smaller posi...
by randommess
December 22nd, 2014, 8:21 am
Forum: Numerical Methods Forum
Topic: Model short term electricity price
Replies: 3
Views: 4558

Model short term electricity price

Thank you both!Markus
by randommess
December 3rd, 2014, 8:53 am
Forum: Numerical Methods Forum
Topic: Model short term electricity price
Replies: 3
Views: 4558

Model short term electricity price

<t>Hi,I recently started in power trading role, where I mainly look after the Import of day ahead electricity. Due to a leaving colleague i am expected to move more towards an Analyst role. Anyway, the point is that I have to get up to speed asap on forecasting day ahead electricity prices. After so...
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