Skip to main content

and
  1. No Access

    Article

    On the construction of hourly price forward curves for electricity prices

    There are several approaches in the literature for the derivation of price forward curves (PFCs) which distinguish among each other by the procedure employed for the derivation of seasonality shapes, smoothing...

    Rüdiger Kiesel, Florentina Paraschiv, Audun Sætherø in Computational Management Science (2019)