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Electricity (power) forward curves
Posted: February 25th, 2016, 4:03 pm
by Islacanela
Dear Gurus,Could you perhaps explain (or refer to a source of) how a typical electricity forward curve looks like please ?
Electricity (power) forward curves
Posted: February 25th, 2016, 11:33 pm
by dweeb
Energy Derivatives: Pricing and Risk Management
Electricity (power) forward curves
Posted: February 26th, 2016, 7:27 am
by tw
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.