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Electricity (power) forward curves
Dear Gurus,Could you perhaps explain (or refer to a source of) how a typical electricity forward curve looks like please ?
Last edited by Islacanela on February 24th, 2016, 11:00 pm, edited 1 time in total.
Electricity (power) forward curves
Energy Derivatives: Pricing and Risk Management
Electricity (power) forward curves
QuoteOriginally posted by: IslacanelaDear Gurus,Could you perhaps explain (or refer to a source of) how a typical electricity forward curve looks like please ?some examples of the actual quoted prices:germany baseloadPJM off peakthere are plenty more of you google around.The challenge is to map these prices onto a forward curve that is measured in the lowest granularity of traded product (e.g. hourly by hour).You may find you need a lot of OTC price data which isn't easy to get your hands on unless you are participating.